+463.3%
GLW vs NVD
-99.2%
+562.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +3.9% | +3.7% | +8.3% |
| 7D | +14.0% | -7.7% | +21.7% | +12.4% |
| 30D | +0.4% | -5.8% | +6.2% | 0.0% |
| 3M | -11.3% | -23.2% | +11.9% | -13.4% |
| 6M | +35.1% | -49.7% | +84.8% | +26.0% |
| YTD | +90.5% | -47.7% | +138.2% | +80.8% |
| 1Y | +132.0% | -61.3% | +193.4% | +114.9% |
| 3Y | +463.3% | -99.2% | +562.5% | +328.5% |
| All | +463.3% | -99.2% | +562.5% | +328.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling