+267.5%
GLW vs NVDL
+1,259.0%
-991.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.0% | -0.3% | -3.6% |
| 7D | +7.7% | -24.8% | +32.5% | +12.9% |
| 30D | -18.8% | -48.0% | +29.2% | -9.2% |
| 3M | -27.7% | -51.5% | +23.8% | -18.4% |
| 6M | -44.4% | -54.9% | +10.5% | -36.9% |
| YTD | +31.3% | -39.2% | +70.5% | +42.2% |
| 1Y | +40.0% | -41.1% | +81.2% | +52.0% |
| 3Y | +339.2% | +262.9% | +76.3% | +292.9% |
| All | +267.5% | +1,259.0% | -991.4% | +189.6% |
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 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