+3,524.4%
GLW vs NSC
+5,789.6%
-2,265.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.8% | +6.6% | +7.0% |
| 7D | +1.4% | -3.5% | +5.0% | +3.4% |
| 30D | -18.2% | +3.9% | -22.2% | -19.7% |
| 3M | -24.2% | -0.8% | -23.4% | -24.1% |
| 6M | -41.7% | +7.1% | -48.8% | -44.0% |
| YTD | +38.3% | +16.4% | +21.9% | +27.4% |
| 1Y | +38.2% | +16.9% | +21.3% | +27.0% |
| 3Y | +363.4% | +78.4% | +285.0% | +237.6% |
| 5Y | +254.6% | +33.1% | +221.5% | +193.9% |
| 10Y | +562.0% | +299.9% | +262.1% | +227.8% |
| All | +3,524.4% | +5,789.6% | -2,265.2% | +339.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling