-25.5%
GLW vs USB
+11.3%
-36.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.9% | -7.7% | -5.4% |
| 7D | -9.5% | +2.4% | -11.9% | -8.9% |
| 30D | -25.5% | +6.6% | -32.0% | -24.3% |
| 3M | -25.6% | -4.1% | -21.5% | -25.5% |
| 6M | -25.5% | +12.5% | -38.0% | -22.1% |
| All | -25.5% | +11.3% | -36.8% | -22.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling