+3,473.6%
GLW vs USB
+8,296.0%
-4,822.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.9% | -7.7% | -6.6% |
| 7D | -9.5% | +2.4% | -11.9% | -10.4% |
| 30D | -25.5% | +6.6% | -32.0% | -27.5% |
| 3M | -25.6% | -4.1% | -21.5% | -24.6% |
| 6M | -25.5% | +12.5% | -38.0% | -29.5% |
| YTD | +36.4% | +17.6% | +18.7% | +26.7% |
| 1Y | +40.6% | +36.5% | +4.1% | +23.3% |
| 3Y | +352.8% | +95.4% | +257.4% | +241.2% |
| 5Y | +267.1% | +26.1% | +240.9% | +218.9% |
| 10Y | +581.8% | +101.3% | +480.5% | +389.2% |
| All | +3,473.6% | +8,296.0% | -4,822.5% | +1,132.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling