+123.2%
GLW vs NTR
+43.1%
+80.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.6% | +7.2% | +5.4% |
| 7D | +3.8% | +8.1% | -4.3% | +5.2% |
| 30D | -1.3% | +18.8% | -20.1% | +1.7% |
| 3M | -21.8% | +16.2% | -38.0% | -19.2% |
| 6M | +6.9% | +9.8% | -2.9% | +9.2% |
| YTD | +77.2% | +30.9% | +46.3% | +79.2% |
| 1Y | +123.2% | +41.8% | +81.5% | +127.7% |
| All | +123.2% | +43.1% | +80.2% | +127.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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