+478.1%
GLW vs NTR
+40.7%
+437.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +16.9% | +0.5% | +16.3% | +16.8% |
| 30D | +7.0% | +21.7% | -14.7% | +6.0% |
| 3M | -3.0% | +22.8% | -25.7% | -4.1% |
| 6M | +31.0% | +8.2% | +22.8% | +30.6% |
| YTD | +93.4% | +32.9% | +60.5% | +86.3% |
| 1Y | +134.7% | +45.3% | +89.4% | +122.1% |
| All | +478.1% | +40.7% | +437.3% | +439.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling