+3,273.8%
GLW vs NEM
+450.4%
+2,823.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.2% | +0.9% | -2.9% |
| 7D | -11.1% | +11.6% | -22.7% | -12.0% |
| 30D | -28.4% | +1.8% | -30.2% | -28.6% |
| 3M | -28.8% | +2.5% | -31.3% | -29.0% |
| 6M | -39.8% | +3.4% | -43.2% | -40.0% |
| YTD | +28.7% | +20.9% | +7.8% | +26.8% |
| 1Y | +27.7% | +37.2% | -9.5% | +24.8% |
| 3Y | +331.3% | +271.6% | +59.7% | +292.5% |
| 5Y | +233.4% | +136.6% | +96.8% | +209.6% |
| 10Y | +521.8% | +342.6% | +179.1% | +452.8% |
| All | +3,273.8% | +450.4% | +2,823.4% | +2,884.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling