+410.2%
GLW vs URI
+113.1%
+297.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.6% | +4.1% | +5.1% |
| 7D | +3.8% | -2.0% | +5.7% | +4.5% |
| 30D | -1.3% | -12.9% | +11.6% | +3.7% |
| 3M | -21.8% | -6.7% | -15.1% | -19.2% |
| 6M | +6.9% | +19.0% | -12.1% | +2.2% |
| YTD | +77.2% | +25.5% | +51.6% | +64.5% |
| 1Y | +123.2% | +5.5% | +117.7% | +119.0% |
| All | +410.2% | +113.1% | +297.1% | +276.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling