+542.4%
GLW vs URI
+1,313.6%
-771.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +6.9% | +2.4% | +6.4% |
| 7D | -5.9% | -4.0% | -1.9% | -3.9% |
| 30D | -26.0% | +6.8% | -32.8% | -27.8% |
| 3M | -29.9% | -2.8% | -27.1% | -28.8% |
| 6M | -37.8% | +20.9% | -58.6% | -41.8% |
| YTD | +33.1% | +40.2% | -7.1% | +14.6% |
| 1Y | +36.8% | +34.1% | +2.7% | +20.0% |
| 3Y | +356.1% | +164.1% | +191.9% | +188.2% |
| 5Y | +243.8% | +199.3% | +44.5% | +97.0% |
| 10Y | +542.4% | +1,218.8% | -676.4% | +109.1% |
| All | +542.4% | +1,313.6% | -771.3% | +109.1% |
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