+767.2%
GLW vs URI
+1,179.9%
-412.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.6% | +4.1% | +5.0% |
| 7D | +3.8% | -2.0% | +5.7% | +4.6% |
| 30D | -1.3% | -12.9% | +11.6% | +4.4% |
| 3M | -21.8% | -6.7% | -15.1% | -19.0% |
| 6M | +6.9% | +19.0% | -12.1% | -0.3% |
| YTD | +77.2% | +25.5% | +51.6% | +59.7% |
| 1Y | +123.2% | +5.5% | +117.7% | +115.1% |
| 3Y | +400.0% | +111.3% | +288.7% | +249.0% |
| 5Y | +342.8% | +198.6% | +144.3% | +157.2% |
| All | +767.2% | +1,179.9% | -412.7% | +199.6% |
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