+459.7%
GLW vs NI
+69.0%
+390.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -2.9% |
| 7D | +11.7% | -0.6% | +12.3% | +12.0% |
| 30D | +2.7% | -1.4% | +4.1% | +3.3% |
| 3M | -2.8% | -10.6% | +7.8% | +1.5% |
| 6M | +20.2% | -9.9% | +30.1% | +24.9% |
| YTD | +87.3% | +1.2% | +86.1% | +86.0% |
| 1Y | +119.6% | +4.4% | +115.2% | +115.1% |
| All | +459.7% | +69.0% | +390.8% | +366.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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