+463.3%
GLW vs NOK
+185.1%
+278.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +6.2% | +1.4% | +5.1% |
| 7D | +14.0% | +7.3% | +6.8% | +11.0% |
| 30D | +0.4% | +13.8% | -13.4% | -4.4% |
| 3M | -11.3% | -27.0% | +15.7% | -1.4% |
| 6M | +35.1% | +37.6% | -2.5% | +29.4% |
| YTD | +90.5% | +64.6% | +25.9% | +77.0% |
| 1Y | +132.0% | +132.0% | 0.0% | +97.8% |
| 3Y | +463.3% | +183.7% | +279.7% | +379.2% |
| All | +463.3% | +185.1% | +278.2% | +379.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling