+424.3%
GLW vs NVDL
+2,480.8%
-2,056.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.7% | +1.5% | -2.4% |
| 7D | +11.7% | -8.7% | +20.4% | +13.3% |
| 30D | +2.7% | -1.3% | +4.0% | +2.5% |
| 3M | -2.8% | +11.4% | -14.2% | -4.8% |
| 6M | +20.2% | +22.9% | -2.7% | +15.7% |
| YTD | +87.3% | +15.4% | +71.9% | +81.4% |
| 1Y | +119.6% | +18.8% | +100.8% | +110.8% |
| 3Y | +453.7% | +641.4% | -187.7% | +340.0% |
| All | +424.3% | +2,480.8% | -2,056.5% | +269.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling