+478.8%
GLW vs USB
+93.8%
+384.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -2.1% | -10.8% | -11.8% |
| 7D | -19.7% | -1.5% | -18.3% | -19.1% |
| 30D | -38.8% | +4.3% | -43.1% | -40.3% |
| 3M | -33.9% | -6.1% | -27.8% | -31.9% |
| 6M | -36.0% | +9.4% | -45.4% | -39.8% |
| YTD | +18.7% | +15.2% | +3.6% | +8.4% |
| 1Y | +19.8% | +32.8% | -13.0% | +1.2% |
| 3Y | +294.3% | +91.3% | +203.0% | +165.6% |
| 5Y | +205.7% | +22.7% | +183.1% | +157.4% |
| All | +478.8% | +93.8% | +384.9% | +282.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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