+304.8%
GLW vs NVD
-98.7%
+403.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -5.8% | +13.2% | +6.3% |
| 7D | +1.4% | +27.3% | -25.9% | +7.5% |
| 30D | -18.2% | +59.9% | -78.2% | -8.8% |
| 3M | -24.2% | +39.4% | -63.6% | -16.5% |
| 6M | -41.7% | +27.6% | -69.3% | -35.2% |
| YTD | +38.3% | -17.9% | +56.2% | +46.7% |
| 1Y | +38.2% | -14.5% | +52.6% | +48.2% |
| 3Y | +363.4% | -98.6% | +461.9% | +295.8% |
| All | +304.8% | -98.7% | +403.5% | +243.2% |
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