+867.9%
GLW vs NEM
+299.2%
+568.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.3% |
| 7D | +16.9% | +3.1% | +13.8% | +16.2% |
| 30D | +7.0% | +10.0% | -3.0% | +4.9% |
| 3M | -3.0% | +30.9% | -33.9% | -8.1% |
| 6M | +31.0% | +10.5% | +20.5% | +28.0% |
| YTD | +93.4% | +29.7% | +63.7% | +84.5% |
| 1Y | +134.7% | +71.1% | +63.6% | +115.5% |
| 3Y | +471.8% | +252.1% | +219.7% | +372.9% |
| 5Y | +394.5% | +157.7% | +236.7% | +315.4% |
| 10Y | +867.9% | +319.4% | +548.6% | +690.7% |
| All | +867.9% | +299.2% | +568.7% | +690.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 NEM 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