+339.2%
GLW vs NVDX
+265.5%
+73.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.0% | -0.3% | -3.5% |
| 7D | +7.7% | -24.7% | +32.5% | +13.5% |
| 30D | -18.8% | -48.2% | +29.3% | -8.0% |
| 3M | -27.7% | -51.9% | +24.1% | -17.1% |
| 6M | -44.4% | -55.6% | +11.2% | -35.8% |
| YTD | +31.3% | -41.5% | +72.8% | +44.3% |
| 1Y | +40.0% | -44.0% | +84.0% | +54.5% |
| 3Y | +339.2% | +262.2% | +77.0% | +317.0% |
| All | +339.2% | +265.5% | +73.8% | +317.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 NVDX 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