+493.9%
GLW vs URI
+1,374.0%
-880.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +2.2% |
| 7D | -13.9% | -9.8% | -4.1% | -10.0% |
| 30D | -35.0% | +1.7% | -36.7% | -35.3% |
| 3M | -32.4% | -9.1% | -23.3% | -29.5% |
| 6M | -41.3% | +9.9% | -51.2% | -43.0% |
| YTD | +21.8% | +31.2% | -9.4% | +7.9% |
| 1Y | +21.8% | +25.9% | -4.1% | +9.8% |
| 3Y | +307.7% | +147.4% | +160.3% | +166.8% |
| 5Y | +213.7% | +179.7% | +34.0% | +86.8% |
| All | +493.9% | +1,374.0% | -880.1% | +106.1% |
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