+448.1%
GLW vs NVD
-99.1%
+547.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.5% | -7.6% | -2.4% |
| 7D | +11.7% | +9.0% | +2.7% | +13.5% |
| 30D | +2.7% | -5.5% | +8.1% | +2.3% |
| 3M | -2.8% | -24.6% | +21.8% | -5.3% |
| 6M | +20.2% | -42.1% | +62.2% | +14.7% |
| YTD | +87.3% | -44.3% | +131.6% | +79.8% |
| 1Y | +119.6% | -54.2% | +173.8% | +108.5% |
| 3Y | +453.7% | -99.1% | +552.8% | +325.0% |
| All | +448.1% | -99.1% | +547.3% | +320.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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