+243.8%
GLW vs NOC
+60.7%
+183.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +2.7% | +6.6% | +9.3% |
| 7D | -5.9% | -2.9% | -3.0% | -6.0% |
| 30D | -26.0% | +12.1% | -38.1% | -25.6% |
| 3M | -29.9% | -5.3% | -24.6% | -29.9% |
| 6M | -37.8% | -1.0% | -36.7% | -37.5% |
| YTD | +33.1% | -4.3% | +37.4% | +34.1% |
| 1Y | +36.8% | -3.6% | +40.5% | +37.7% |
| 3Y | +356.1% | +22.9% | +333.2% | +350.7% |
| 5Y | +243.8% | +60.4% | +183.4% | +213.3% |
| All | +243.8% | +60.7% | +183.1% | +213.3% |
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