+393.2%
GLW vs USAR
+74.0%
+319.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.5% | +6.1% | +5.7% |
| 7D | +3.8% | -2.1% | +5.9% | +3.9% |
| 30D | -1.3% | +2.6% | -4.0% | -1.7% |
| 3M | -21.8% | -35.0% | +13.2% | -19.8% |
| 6M | +6.9% | -6.9% | +13.8% | +7.4% |
| YTD | +77.2% | +48.0% | +29.2% | +76.3% |
| 1Y | +123.2% | +24.8% | +98.4% | +123.0% |
| 3Y | +400.0% | +73.2% | +326.7% | +408.3% |
| All | +393.2% | +74.0% | +319.2% | +413.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling