+40.6%
GLW vs NSC
+24.4%
+16.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.9% | -6.8% | -6.0% |
| 7D | -9.5% | +1.8% | -11.3% | -9.8% |
| 30D | -25.5% | +8.8% | -34.3% | -26.9% |
| 3M | -25.6% | +1.2% | -26.8% | -25.6% |
| 6M | -25.5% | +11.3% | -36.8% | -28.3% |
| YTD | +36.4% | +20.7% | +15.6% | +29.3% |
| 1Y | +40.6% | +23.4% | +17.2% | +30.2% |
| All | +40.6% | +24.4% | +16.2% | +30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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