+339.2%
GLW vs NVD
-98.4%
+437.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +3.9% | -8.2% | -3.5% |
| 7D | +7.7% | +28.6% | -20.9% | +13.7% |
| 30D | -18.8% | +73.6% | -92.5% | -7.8% |
| 3M | -27.7% | +70.1% | -97.8% | -17.2% |
| 6M | -44.4% | +53.6% | -98.0% | -36.0% |
| YTD | +31.3% | -7.0% | +38.3% | +43.0% |
| 1Y | +40.0% | -9.0% | +49.0% | +52.9% |
| 3Y | +339.2% | -98.3% | +437.6% | +305.4% |
| All | +339.2% | -98.4% | +437.6% | +305.4% |
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