+3,332.4%
GLW vs NI
+5,716.3%
-2,383.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.5% | -5.1% | -4.8% |
| 7D | +7.5% | +4.3% | +3.2% | +5.5% |
| 30D | -19.0% | +12.4% | -31.4% | -23.3% |
| 3M | -27.9% | +10.2% | -38.1% | -31.0% |
| 6M | -44.6% | -0.8% | -43.8% | -44.5% |
| YTD | +31.0% | +13.2% | +17.7% | +23.6% |
| 1Y | +39.7% | +10.1% | +29.7% | +33.6% |
| 3Y | +338.2% | +103.1% | +235.1% | +215.0% |
| 5Y | +228.4% | +115.5% | +112.9% | +126.6% |
| 10Y | +526.9% | +195.5% | +331.4% | +266.8% |
| All | +3,332.4% | +5,716.3% | -2,383.9% | +507.0% |
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