+4,968.6%
GLW vs NTRS
+7,612.4%
-2,643.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.6% |
| 7D | +16.9% | +0.9% | +16.0% | +16.4% |
| 30D | +7.0% | -1.2% | +8.2% | +7.7% |
| 3M | -3.0% | +8.8% | -11.7% | -6.8% |
| 6M | +31.0% | +34.7% | -3.7% | +13.6% |
| YTD | +93.4% | +37.2% | +56.2% | +66.1% |
| 1Y | +134.7% | +46.3% | +88.4% | +95.4% |
| 3Y | +471.8% | +163.2% | +308.6% | +254.3% |
| 5Y | +394.5% | +86.9% | +307.5% | +251.3% |
| 10Y | +867.9% | +250.9% | +617.0% | +405.7% |
| All | +4,968.6% | +7,612.4% | -2,643.8% | +724.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling