+339.2%
GLW vs USAR
-20.4%
+359.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.1% | -5.4% | -4.4% |
| 7D | +7.7% | -0.8% | +8.5% | +7.9% |
| 30D | -18.8% | -20.9% | +2.1% | -17.2% |
| 3M | -27.7% | -56.2% | +28.4% | -22.5% |
| 6M | -44.4% | -67.9% | +23.5% | -39.3% |
| YTD | +31.3% | -31.4% | +62.7% | +39.7% |
| 1Y | +40.0% | -45.1% | +85.1% | +49.5% |
| 3Y | +339.2% | -20.3% | +359.5% | +358.1% |
| All | +339.2% | -20.4% | +359.6% | +358.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling