+544.2%
GLW vs NVDX
+833.4%
-289.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -3.9% | +11.5% | +8.2% |
| 7D | +14.0% | +7.3% | +6.7% | +12.5% |
| 30D | +0.4% | -0.9% | +1.3% | +0.1% |
| 3M | -11.3% | +8.4% | -19.7% | -13.1% |
| 6M | +35.1% | +38.2% | -3.1% | +27.1% |
| YTD | +90.5% | +19.3% | +71.3% | +82.6% |
| 1Y | +132.0% | +33.3% | +98.8% | +118.0% |
| All | +544.2% | +833.4% | -289.1% | +421.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling