+297.3%
GLW vs URI
+136.1%
+161.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -7.1% | -5.8% | -10.2% |
| 7D | -19.7% | -12.9% | -6.8% | -15.2% |
| 30D | -38.8% | -3.4% | -35.4% | -37.8% |
| 3M | -33.9% | -10.0% | -23.8% | -31.1% |
| 6M | -36.0% | +12.2% | -48.2% | -37.2% |
| YTD | +18.7% | +29.8% | -11.0% | +9.4% |
| 1Y | +19.8% | +24.6% | -4.8% | +11.9% |
| All | +297.3% | +136.1% | +161.2% | +183.7% |
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