+210.1%
GLW vs NVMI
+1,665.9%
-1,455.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.0% | -1.3% | -3.7% |
| 7D | +7.7% | +1.5% | +6.2% | +7.5% |
| 30D | -18.8% | -4.1% | -14.8% | -18.0% |
| 3M | -27.7% | -22.8% | -5.0% | -23.5% |
| 6M | -44.4% | -36.9% | -7.6% | -38.2% |
| YTD | +31.3% | -3.2% | +34.5% | +35.6% |
| 1Y | +40.0% | +7.1% | +33.0% | +42.1% |
| 3Y | +339.2% | +181.5% | +157.7% | +266.1% |
| 5Y | +229.2% | +141.2% | +88.0% | +176.7% |
| 10Y | +528.4% | +2,463.4% | -1,935.0% | +256.3% |
| All | +210.1% | +1,665.9% | -1,455.8% | +9.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling