+123.2%
GLW vs NTRS
+47.2%
+76.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-04 to 2026-09-04.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | 0.0% | +5.7% | +5.7% |
| 7D | +3.8% | +0.4% | +3.4% | +3.5% |
| 30D | -1.3% | +1.7% | -3.0% | -2.2% |
| 3M | -21.8% | +8.9% | -30.7% | -25.6% |
| 6M | +6.9% | +30.6% | -23.7% | -10.3% |
| YTD | +77.2% | +38.7% | +38.5% | +44.0% |
| 1Y | +123.2% | +48.1% | +75.2% | +78.8% |
| All | +123.2% | +47.2% | +76.1% | +78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 2025-09-04 to 2026-09-04: compounded portfolio wealth divided by compounded NTRS 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…
2025-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling