+122.4%
GLW vs NVMI
+32.8%
+89.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.4% | +0.8% |
| 7D | +7.8% | -0.1% | +7.9% | +8.0% |
| 30D | -0.4% | -8.4% | +8.0% | +6.7% |
| 3M | -5.6% | -33.6% | +28.0% | +30.2% |
| 6M | +26.7% | -14.7% | +41.4% | +50.2% |
| YTD | +91.0% | +13.2% | +77.8% | +96.4% |
| 1Y | +122.4% | +29.0% | +93.4% | +114.3% |
| All | +122.4% | +32.8% | +89.6% | +114.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling