+307.7%
GLW vs USAR
-19.7%
+327.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +10.8% | -8.2% | +1.6% |
| 7D | -13.9% | -14.5% | +0.6% | -12.7% |
| 30D | -35.0% | -37.8% | +2.8% | -32.2% |
| 3M | -32.4% | -52.8% | +20.4% | -27.9% |
| 6M | -41.3% | -71.2% | +29.9% | -35.7% |
| YTD | +21.8% | -30.9% | +52.7% | +29.5% |
| 1Y | +21.8% | -48.0% | +69.9% | +30.0% |
| 3Y | +307.7% | -19.7% | +327.4% | +313.8% |
| All | +307.7% | -19.7% | +327.4% | +313.8% |
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