+767.2%
GLW vs USB
+107.5%
+659.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.3% | +5.9% | +5.8% |
| 7D | +3.8% | +1.4% | +2.3% | +2.9% |
| 30D | -1.3% | -1.3% | 0.0% | -0.7% |
| 3M | -21.8% | +15.2% | -37.0% | -28.1% |
| 6M | +6.9% | +18.8% | -11.9% | -3.3% |
| YTD | +77.2% | +21.0% | +56.1% | +58.0% |
| 1Y | +123.2% | +34.0% | +89.2% | +88.0% |
| 3Y | +400.0% | +95.3% | +304.7% | +231.9% |
| 5Y | +342.8% | +40.4% | +302.4% | +244.1% |
| All | +767.2% | +107.5% | +659.7% | +406.1% |
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