+851.8%
GLW vs NVO
+143.1%
+708.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.1% | +4.1% | +2.3% |
| 7D | +7.8% | -7.6% | +15.4% | +8.9% |
| 30D | -0.4% | -6.0% | +5.5% | +0.2% |
| 3M | -5.6% | -0.8% | -4.8% | -6.4% |
| 6M | +26.7% | +16.5% | +10.3% | +22.2% |
| YTD | +91.0% | -11.1% | +102.2% | +90.1% |
| 1Y | +122.4% | -16.7% | +139.1% | +123.4% |
| 3Y | +471.0% | -52.9% | +523.9% | +511.8% |
| 5Y | +385.6% | -3.0% | +388.6% | +301.4% |
| All | +851.8% | +143.1% | +708.8% | +501.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVO.
Daily Out/Under-Performance
Portfolio return minus NVO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVO 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 10y: compounded portfolio wealth divided by compounded NVO 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…
10y analysis · Full analysis span regression · 6 months rolling