+123.2%
GLW vs NOK
+123.4%
-0.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.7% | +3.0% | +4.4% |
| 7D | +3.8% | -1.8% | +5.5% | +4.7% |
| 30D | -1.3% | +4.7% | -6.0% | -3.4% |
| 3M | -21.8% | -39.7% | +17.8% | -5.4% |
| 6M | +6.9% | +23.1% | -16.2% | +9.3% |
| YTD | +77.2% | +55.0% | +22.1% | +78.0% |
| 1Y | +123.2% | +118.0% | +5.2% | +127.0% |
| All | +123.2% | +123.4% | -0.1% | +127.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NOK.
Daily Out/Under-Performance
Portfolio return minus NOK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOK 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 1y: compounded portfolio wealth divided by compounded NOK 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…
1y analysis · Full analysis span regression · 6 months rolling