+867.9%
GLW vs NSC
+324.0%
+543.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +2.3% |
| 7D | +16.9% | -2.0% | +18.9% | +18.3% |
| 30D | +7.0% | -3.2% | +10.2% | +8.9% |
| 3M | -3.0% | +3.9% | -6.9% | -5.6% |
| 6M | +31.0% | +7.8% | +23.2% | +23.9% |
| YTD | +93.4% | +13.4% | +80.0% | +77.4% |
| 1Y | +134.7% | +20.3% | +114.4% | +107.6% |
| 3Y | +471.8% | +76.1% | +395.7% | +277.9% |
| 5Y | +394.5% | +45.0% | +349.5% | +261.7% |
| 10Y | +867.9% | +335.7% | +532.2% | +288.4% |
| All | +867.9% | +324.0% | +543.9% | +288.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling