+466.1%
GLW vs NVD
-99.2%
+565.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.4% | +1.8% |
| 7D | +16.9% | +0.5% | +16.4% | +17.0% |
| 30D | +7.0% | -9.3% | +16.3% | +5.8% |
| 3M | -3.0% | -22.1% | +19.1% | -5.0% |
| 6M | +31.0% | -45.8% | +76.8% | +23.6% |
| YTD | +93.4% | -46.7% | +140.1% | +84.1% |
| 1Y | +134.7% | -59.5% | +194.2% | +119.0% |
| 3Y | +471.8% | -99.2% | +571.0% | +335.3% |
| All | +466.1% | -99.2% | +565.2% | +330.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling