+434.8%
GLW vs NVDL
+2,476.2%
-2,041.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.0% |
| 7D | +7.8% | -10.3% | +18.2% | +9.7% |
| 30D | -0.4% | -7.1% | +6.7% | +0.4% |
| 3M | -5.6% | +6.6% | -12.2% | -6.9% |
| 6M | +26.7% | +21.1% | +5.7% | +22.2% |
| YTD | +91.0% | +15.2% | +75.8% | +85.0% |
| 1Y | +122.4% | +18.8% | +103.6% | +113.5% |
| 3Y | +471.0% | +649.9% | -178.9% | +353.6% |
| All | +434.8% | +2,476.2% | -2,041.4% | +276.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 NVDL 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