+1,267.3%
GLW vs URI
+7,462.1%
-6,194.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +2.3% |
| 7D | -13.9% | -9.8% | -4.1% | -10.9% |
| 30D | -35.0% | +1.7% | -36.7% | -35.3% |
| 3M | -32.4% | -9.1% | -23.3% | -30.2% |
| 6M | -41.3% | +9.9% | -51.2% | -42.7% |
| YTD | +21.8% | +31.2% | -9.4% | +11.0% |
| 1Y | +21.8% | +25.9% | -4.1% | +12.5% |
| 3Y | +307.7% | +147.4% | +160.3% | +198.2% |
| 5Y | +213.7% | +179.7% | +34.0% | +115.7% |
| 10Y | +509.3% | +1,419.5% | -910.3% | +139.0% |
| All | +1,267.3% | +7,462.1% | -6,194.7% | +145.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling