+463.3%
GLW vs NEM
+249.7%
+213.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.8% | +8.3% | +7.8% |
| 7D | +14.0% | +3.9% | +10.2% | +12.7% |
| 30D | +0.4% | +12.7% | -12.4% | -3.5% |
| 3M | -11.3% | +28.7% | -40.0% | -18.3% |
| 6M | +35.1% | +9.8% | +25.3% | +30.1% |
| YTD | +90.5% | +28.1% | +62.4% | +78.2% |
| 1Y | +132.0% | +69.3% | +62.7% | +107.4% |
| 3Y | +463.3% | +247.7% | +215.7% | +346.4% |
| All | +463.3% | +249.7% | +213.6% | +346.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling