+433.4%
GLW vs NVDL
+2,657.6%
-2,224.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -4.0% | +11.6% | +8.2% |
| 7D | +14.0% | +7.3% | +6.7% | +12.6% |
| 30D | +0.4% | -0.7% | +1.0% | +0.1% |
| 3M | -11.3% | +9.5% | -20.8% | -13.0% |
| 6M | +35.1% | +41.6% | -6.6% | +27.4% |
| YTD | +90.5% | +23.3% | +67.2% | +82.6% |
| 1Y | +132.0% | +40.3% | +91.7% | +117.8% |
| 3Y | +463.3% | +692.2% | -228.9% | +343.0% |
| All | +433.4% | +2,657.6% | -2,224.2% | +271.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling