+4,597.4%
GLW vs NDAQ
+2,593.6%
+2,003.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.3% | +2.5% |
| 7D | -13.9% | +0.8% | -14.8% | -14.2% |
| 30D | -35.0% | +16.5% | -51.5% | -38.4% |
| 3M | -32.4% | +13.5% | -45.8% | -35.5% |
| 6M | -41.3% | +20.9% | -62.3% | -46.3% |
| YTD | +21.8% | +11.4% | +10.4% | +13.8% |
| 1Y | +21.8% | +25.9% | -4.1% | +9.0% |
| 3Y | +307.7% | +119.9% | +187.8% | +198.1% |
| 5Y | +213.7% | +61.7% | +152.0% | +152.5% |
| 10Y | +509.3% | +481.6% | +27.7% | +221.5% |
| All | +4,597.4% | +2,593.6% | +2,003.8% | +1,476.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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