+318.4%
GLW vs NVMI
+1,967.2%
-1,648.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.5% | +0.2% | +4.6% |
| 7D | +3.8% | +6.6% | -2.8% | +2.5% |
| 30D | -1.3% | -7.5% | +6.2% | +0.2% |
| 3M | -21.8% | -28.5% | +6.7% | -15.8% |
| 6M | +6.9% | -15.7% | +22.6% | +12.3% |
| YTD | +77.2% | +13.3% | +63.8% | +76.3% |
| 1Y | +123.2% | +48.3% | +75.0% | +111.8% |
| 3Y | +400.0% | +191.2% | +208.7% | +309.5% |
| 5Y | +342.8% | +268.7% | +74.1% | +242.5% |
| 10Y | +771.4% | +3,034.8% | -2,263.4% | +373.0% |
| All | +318.4% | +1,967.2% | -1,648.8% | +42.5% |
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