-41.7%
GLW vs NSC
+6.3%
-48.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.8% | +6.6% | +7.3% |
| 7D | +1.4% | -3.5% | +5.0% | +1.6% |
| 30D | -18.2% | +3.9% | -22.2% | -17.6% |
| 3M | -24.2% | -0.8% | -23.4% | -23.5% |
| 6M | -41.7% | +7.1% | -48.8% | -42.9% |
| All | -41.7% | +6.3% | -48.1% | -42.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling