+376.1%
GLW vs NVMI
+263.1%
+113.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.1% | -1.1% | -2.3% |
| 7D | +11.7% | +3.8% | +7.9% | +10.1% |
| 30D | +2.7% | -7.6% | +10.2% | +6.2% |
| 3M | -2.8% | -28.0% | +25.2% | +12.3% |
| 6M | +20.2% | -15.3% | +35.5% | +32.9% |
| YTD | +87.3% | +11.5% | +75.8% | +91.3% |
| 1Y | +119.6% | +31.6% | +88.0% | +114.0% |
| 3Y | +453.7% | +207.0% | +246.7% | +300.9% |
| 5Y | +376.1% | +262.8% | +113.2% | +213.7% |
| All | +376.1% | +263.1% | +113.0% | +213.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling