+478.1%
GLW vs NVDL
+662.3%
-184.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.8% | +3.3% | +1.8% |
| 7D | +16.9% | -0.8% | +17.7% | +17.0% |
| 30D | +7.0% | +3.4% | +3.6% | +5.9% |
| 3M | -3.0% | +8.1% | -11.1% | -4.8% |
| 6M | +31.0% | +31.9% | -0.9% | +23.9% |
| YTD | +93.4% | +21.1% | +72.3% | +84.8% |
| 1Y | +134.7% | +34.0% | +100.7% | +120.0% |
| All | +478.1% | +662.3% | -184.2% | +348.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling