+512.9%
GLW vs NET
+1,449.6%
-936.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.0% | +7.6% | +5.9% |
| 7D | +3.8% | -7.0% | +10.7% | +4.7% |
| 30D | -1.3% | -4.8% | +3.4% | -1.0% |
| 3M | -21.8% | +3.8% | -25.6% | -22.3% |
| 6M | +6.9% | +50.0% | -43.2% | 0.0% |
| YTD | +77.2% | +41.5% | +35.7% | +66.4% |
| 1Y | +123.2% | +32.8% | +90.4% | +111.0% |
| 3Y | +400.0% | +335.9% | +64.1% | +305.1% |
| 5Y | +342.8% | +113.8% | +229.0% | +256.2% |
| All | +512.9% | +1,449.6% | -936.6% | +238.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NET.
Daily Out/Under-Performance
Portfolio return minus NET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NET 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 NET 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