+851.8%
GLW vs NVMI
+3,158.6%
-2,306.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.4% | +1.4% |
| 7D | +7.8% | -0.1% | +7.9% | +7.9% |
| 30D | -0.4% | -8.4% | +8.0% | +3.2% |
| 3M | -5.6% | -33.6% | +28.0% | +12.1% |
| 6M | +26.7% | -14.7% | +41.4% | +38.7% |
| YTD | +91.0% | +13.2% | +77.8% | +90.1% |
| 1Y | +122.4% | +29.0% | +93.4% | +111.6% |
| 3Y | +471.0% | +215.0% | +256.0% | +272.8% |
| 5Y | +385.6% | +268.6% | +117.1% | +183.7% |
| All | +851.8% | +3,158.6% | -2,306.8% | +203.2% |
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