+1,232.5%
GLW vs URI
+7,377.6%
-6,145.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -7.1% | -5.8% | -10.7% |
| 7D | -19.7% | -12.9% | -6.8% | -16.0% |
| 30D | -38.8% | -3.4% | -35.4% | -38.0% |
| 3M | -33.9% | -10.0% | -23.8% | -31.5% |
| 6M | -36.0% | +12.2% | -48.2% | -37.8% |
| YTD | +18.7% | +29.8% | -11.0% | +8.6% |
| 1Y | +19.8% | +24.6% | -4.8% | +11.0% |
| 3Y | +294.3% | +137.6% | +156.7% | +192.0% |
| 5Y | +205.7% | +176.6% | +29.1% | +111.0% |
| 10Y | +493.8% | +1,402.6% | -908.8% | +133.7% |
| All | +1,232.5% | +7,377.6% | -6,145.1% | +139.8% |
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