+382.5%
GLW vs NSC
+46.6%
+335.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.5% | +8.0% | +7.7% |
| 7D | +14.0% | -1.5% | +15.5% | +14.7% |
| 30D | +0.4% | -1.9% | +2.3% | +1.1% |
| 3M | -11.3% | +6.2% | -17.6% | -13.8% |
| 6M | +35.1% | +9.2% | +25.9% | +29.4% |
| YTD | +90.5% | +15.0% | +75.5% | +78.6% |
| 1Y | +132.0% | +21.1% | +110.9% | +112.7% |
| 3Y | +463.3% | +78.6% | +384.7% | +313.7% |
| 5Y | +382.5% | +45.9% | +336.6% | +280.7% |
| All | +382.5% | +46.6% | +335.9% | +280.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling