+348.6%
GLW vs NOC
+55.7%
+292.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.5% | +8.2% | +5.6% |
| 7D | +3.8% | -5.2% | +8.9% | +3.7% |
| 30D | -1.3% | -7.2% | +5.9% | -1.5% |
| 3M | -21.8% | -5.1% | -16.7% | -21.7% |
| 6M | +6.9% | -31.1% | +38.0% | +9.5% |
| YTD | +77.2% | -8.6% | +85.7% | +77.8% |
| 1Y | +123.2% | -9.7% | +133.0% | +124.2% |
| 3Y | +400.0% | +24.3% | +375.7% | +387.1% |
| All | +348.6% | +55.7% | +292.9% | +315.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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