+538.5%
GLW vs NTR
+97.9%
+440.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.1% |
| 7D | +7.8% | -1.3% | +9.1% | +8.3% |
| 30D | -0.4% | +16.8% | -17.2% | -5.2% |
| 3M | -5.6% | +20.7% | -26.3% | -11.8% |
| 6M | +26.7% | +0.5% | +26.2% | +24.7% |
| YTD | +91.0% | +29.2% | +61.9% | +71.3% |
| 1Y | +122.4% | +39.6% | +82.8% | +92.8% |
| 3Y | +471.0% | +37.9% | +433.1% | +385.2% |
| 5Y | +385.6% | +47.1% | +338.6% | +252.1% |
| All | +538.5% | +97.9% | +440.6% | +267.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling