+371.8%
GLW vs NET
+1,381.0%
-1,009.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.6% | -3.3% | -5.5% |
| 7D | -9.5% | -16.4% | +6.9% | -7.4% |
| 30D | -25.5% | -25.8% | +0.4% | -22.6% |
| 3M | -25.6% | -11.5% | -14.0% | -24.8% |
| 6M | -25.5% | +18.9% | -44.4% | -28.0% |
| YTD | +36.4% | +35.2% | +1.1% | +28.5% |
| 1Y | +40.6% | +14.5% | +26.1% | +35.3% |
| 3Y | +352.8% | +313.8% | +39.0% | +269.2% |
| 5Y | +267.1% | +32.6% | +234.5% | +210.6% |
| All | +371.8% | +1,381.0% | -1,009.2% | +161.7% |
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