+554.2%
GLW vs URI
+1,189.9%
-635.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.4% |
| 7D | +15.5% | +9.3% | +6.2% | +11.6% |
| 30D | -19.6% | +7.6% | -27.1% | -21.7% |
| 3M | -28.5% | +1.0% | -29.5% | -28.5% |
| 6M | -39.5% | +19.8% | -59.4% | -43.2% |
| YTD | +37.2% | +41.9% | -4.7% | +17.6% |
| 1Y | +35.4% | +33.4% | +2.0% | +19.1% |
| 3Y | +359.7% | +156.0% | +203.7% | +194.6% |
| 5Y | +244.0% | +209.5% | +34.5% | +94.4% |
| All | +554.2% | +1,189.9% | -635.7% | +110.2% |
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