+3,388.7%
GLW vs NOC
+17,233.0%
-13,844.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +2.7% | +6.6% | +8.4% |
| 7D | -5.9% | -2.9% | -3.0% | -5.0% |
| 30D | -26.0% | +12.1% | -38.1% | -28.7% |
| 3M | -29.9% | -5.3% | -24.6% | -29.1% |
| 6M | -37.8% | -1.0% | -36.7% | -38.7% |
| YTD | +33.1% | -4.3% | +37.4% | +31.8% |
| 1Y | +36.8% | -3.6% | +40.5% | +35.0% |
| 3Y | +356.1% | +22.9% | +333.2% | +306.1% |
| 5Y | +243.8% | +60.4% | +183.4% | +170.9% |
| 10Y | +542.4% | +161.3% | +381.1% | +325.2% |
| All | +3,388.7% | +17,233.0% | -13,844.3% | +896.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling