+244.0%
GLW vs URA
+28.3%
+215.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.8% | +3.0% | +0.8% |
| 7D | +15.5% | +4.5% | +11.1% | +13.6% |
| 30D | -19.6% | -13.4% | -6.1% | -14.3% |
| 3M | -28.5% | -28.4% | -0.1% | -17.8% |
| 6M | -39.5% | -40.5% | +0.9% | -25.4% |
| YTD | +37.2% | -24.3% | +61.5% | +58.2% |
| 1Y | +35.4% | -28.8% | +64.3% | +58.8% |
| 3Y | +359.7% | +37.6% | +322.1% | +333.4% |
| 5Y | +244.0% | +30.7% | +213.3% | +220.8% |
| All | +244.0% | +28.3% | +215.7% | +220.8% |
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