+270.6%
GLW vs USAR
-13.4%
+284.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +6.5% | +2.7% | +8.6% |
| 7D | -5.9% | -1.1% | -4.8% | -5.7% |
| 30D | -26.0% | -30.3% | +4.3% | -23.7% |
| 3M | -29.9% | -54.7% | +24.8% | -25.0% |
| 6M | -37.8% | -67.5% | +29.7% | -32.3% |
| YTD | +33.1% | -26.4% | +59.5% | +40.7% |
| 1Y | +36.8% | -49.5% | +86.4% | +45.3% |
| 3Y | +356.1% | -14.5% | +370.5% | +387.4% |
| All | +270.6% | -13.4% | +284.0% | +309.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling