+4,542.6%
GLW vs USB
+8,537.0%
-3,994.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.3% | +5.9% | +5.8% |
| 7D | +3.8% | +1.4% | +2.3% | +3.2% |
| 30D | -1.3% | -1.3% | 0.0% | -0.8% |
| 3M | -21.8% | +15.2% | -37.0% | -26.4% |
| 6M | +6.9% | +18.8% | -11.9% | -0.5% |
| YTD | +77.2% | +21.0% | +56.1% | +63.4% |
| 1Y | +123.2% | +34.0% | +89.2% | +97.6% |
| 3Y | +400.0% | +95.3% | +304.7% | +276.3% |
| 5Y | +342.8% | +40.4% | +302.4% | +270.0% |
| 10Y | +771.4% | +107.3% | +664.1% | +520.2% |
| All | +4,542.6% | +8,537.0% | -3,994.4% | +1,489.2% |
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