+521.8%
GLW vs URI
+1,189.1%
-667.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.1% | -1.2% | -2.4% |
| 7D | -11.1% | -6.0% | -5.1% | -8.4% |
| 30D | -28.4% | +4.6% | -33.0% | -29.5% |
| 3M | -28.8% | -2.7% | -26.1% | -27.7% |
| 6M | -39.8% | +18.4% | -58.2% | -43.2% |
| YTD | +28.7% | +37.4% | -8.6% | +11.8% |
| 1Y | +27.7% | +30.4% | -2.6% | +13.4% |
| 3Y | +331.3% | +147.9% | +183.4% | +180.0% |
| 5Y | +233.4% | +202.1% | +31.4% | +90.3% |
| 10Y | +521.8% | +1,182.4% | -660.7% | +103.1% |
| All | +521.8% | +1,189.1% | -667.3% | +103.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 10y: compounded portfolio wealth divided by compounded URI 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…
10y analysis · Full analysis span regression · 6 months rolling