+4,542.6%
GLW vs NEM
+487.7%
+4,054.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.8% | +7.5% | +5.8% |
| 7D | +3.8% | +0.3% | +3.5% | +3.7% |
| 30D | -1.3% | +23.1% | -24.4% | -3.1% |
| 3M | -21.8% | +18.5% | -40.3% | -22.9% |
| 6M | +6.9% | +7.8% | -0.9% | +6.2% |
| YTD | +77.2% | +29.1% | +48.0% | +73.7% |
| 1Y | +123.2% | +72.7% | +50.6% | +114.5% |
| 3Y | +400.0% | +248.7% | +151.3% | +356.0% |
| 5Y | +342.8% | +148.7% | +194.1% | +309.3% |
| 10Y | +771.4% | +304.8% | +466.6% | +676.3% |
| All | +4,542.6% | +487.7% | +4,054.9% | +3,986.1% |
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