+526.0%
GLW vs NVMI
+2,494.8%
-1,968.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.0% | -1.3% | -3.1% |
| 7D | +7.7% | +1.5% | +6.2% | +7.3% |
| 30D | -18.8% | -4.1% | -14.8% | -17.2% |
| 3M | -27.7% | -22.8% | -5.0% | -19.0% |
| 6M | -44.4% | -36.9% | -7.6% | -31.6% |
| YTD | +31.3% | -3.2% | +34.5% | +40.5% |
| 1Y | +40.0% | +7.1% | +33.0% | +45.0% |
| 3Y | +339.2% | +181.5% | +157.7% | +204.3% |
| 5Y | +229.2% | +141.2% | +88.0% | +129.6% |
| All | +526.0% | +2,494.8% | -1,968.8% | +116.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 10y: compounded portfolio wealth divided by compounded NVMI 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…
10y analysis · Full analysis span regression · 6 months rolling