+463.3%
GLW vs NVT
+193.5%
+269.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +4.2% | +3.4% | +5.1% |
| 7D | +14.0% | +10.4% | +3.6% | +7.7% |
| 30D | +0.4% | -1.3% | +1.6% | +1.5% |
| 3M | -11.3% | -0.6% | -10.7% | -9.3% |
| 6M | +35.1% | +53.8% | -18.7% | +14.1% |
| YTD | +90.5% | +60.2% | +30.4% | +59.1% |
| 1Y | +132.0% | +76.8% | +55.3% | +86.7% |
| 3Y | +463.3% | +191.2% | +272.1% | +246.8% |
| All | +463.3% | +193.5% | +269.8% | +246.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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