+123.2%
GLW vs USAR
+27.9%
+95.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.5% | +6.1% | +5.8% |
| 7D | +3.8% | -2.1% | +5.9% | +4.2% |
| 30D | -1.3% | +2.6% | -4.0% | -2.3% |
| 3M | -21.8% | -35.0% | +13.2% | -16.3% |
| 6M | +6.9% | -6.9% | +13.8% | +7.6% |
| YTD | +77.2% | +48.0% | +29.2% | +71.3% |
| 1Y | +123.2% | +24.8% | +98.4% | +127.5% |
| All | +123.2% | +27.9% | +95.4% | +127.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 1y: compounded portfolio wealth divided by compounded USAR 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…
1y analysis · Full analysis span regression · 6 months rolling