+4,542.6%
GLW vs NI
+5,092.7%
-550.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.6% | +6.3% | +6.0% |
| 7D | +3.8% | +2.0% | +1.7% | +2.8% |
| 30D | -1.3% | -3.5% | +2.2% | +0.3% |
| 3M | -21.8% | -9.1% | -12.7% | -18.7% |
| 6M | +6.9% | -11.8% | +18.7% | +12.9% |
| YTD | +77.2% | +1.1% | +76.1% | +76.0% |
| 1Y | +123.2% | +6.7% | +116.5% | +116.0% |
| 3Y | +400.0% | +71.1% | +328.9% | +287.0% |
| 5Y | +342.8% | +94.3% | +248.5% | +219.8% |
| 10Y | +771.4% | +135.8% | +635.6% | +461.4% |
| All | +4,542.6% | +5,092.7% | -550.1% | +763.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling