+339.2%
GLW vs NVMI
+183.9%
+155.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.0% | -1.3% | -2.8% |
| 7D | +7.7% | +1.5% | +6.2% | +7.2% |
| 30D | -18.8% | -4.1% | -14.8% | -16.9% |
| 3M | -27.7% | -22.8% | -5.0% | -17.5% |
| 6M | -44.4% | -36.9% | -7.6% | -29.5% |
| YTD | +31.3% | -3.2% | +34.5% | +47.7% |
| 1Y | +40.0% | +7.1% | +33.0% | +53.3% |
| 3Y | +339.2% | +181.5% | +157.7% | +244.3% |
| All | +339.2% | +183.9% | +155.4% | +244.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling