+212.6%
GLW vs URA
+33.4%
+179.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.4% | -1.8% | +0.8% |
| 7D | -13.9% | -4.1% | -9.8% | -12.2% |
| 30D | -35.0% | -19.0% | -16.0% | -28.9% |
| 3M | -32.4% | -25.1% | -7.2% | -23.7% |
| 6M | -41.3% | -44.5% | +3.1% | -26.1% |
| YTD | +21.8% | -24.3% | +46.2% | +40.3% |
| 1Y | +21.8% | -28.1% | +50.0% | +42.2% |
| 3Y | +307.7% | +40.7% | +267.0% | +281.7% |
| All | +212.6% | +33.4% | +179.3% | +191.0% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded URA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling