+254.6%
GLW vs NI
+111.3%
+143.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.6% | +6.9% | +7.2% |
| 7D | +1.4% | +0.6% | +0.8% | +1.3% |
| 30D | -18.2% | +11.2% | -29.4% | -22.1% |
| 3M | -24.2% | +9.2% | -33.3% | -27.1% |
| 6M | -41.7% | -1.8% | -39.9% | -41.5% |
| YTD | +38.3% | +12.0% | +26.3% | +31.1% |
| 1Y | +38.2% | +6.4% | +31.7% | +33.9% |
| 3Y | +363.4% | +99.4% | +264.0% | +241.8% |
| 5Y | +254.6% | +113.1% | +141.4% | +135.8% |
| All | +254.6% | +111.3% | +143.2% | +135.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling