+553.9%
GLW vs NVDX
+815.5%
-261.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.4% | +1.8% |
| 7D | +16.9% | -0.9% | +17.8% | +17.0% |
| 30D | +7.0% | +3.0% | +4.0% | +6.0% |
| 3M | -3.0% | +6.8% | -9.7% | -4.6% |
| 6M | +31.0% | +28.6% | +2.4% | +24.6% |
| YTD | +93.4% | +17.0% | +76.4% | +86.0% |
| 1Y | +134.7% | +27.0% | +107.7% | +122.1% |
| All | +553.9% | +815.5% | -261.6% | +430.8% |
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