+339.2%
GLW vs NVT
+131.3%
+207.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.6% | -3.9% |
| 7D | +7.7% | +8.0% | -0.2% | +2.8% |
| 30D | -18.8% | -24.8% | +5.9% | -3.4% |
| 3M | -27.7% | -32.4% | +4.7% | -7.2% |
| 6M | -44.4% | -33.5% | -11.0% | -26.9% |
| YTD | +31.3% | +13.2% | +18.1% | +36.2% |
| 1Y | +40.0% | +9.0% | +31.1% | +47.5% |
| 3Y | +339.2% | +129.4% | +209.8% | +212.0% |
| All | +339.2% | +131.3% | +207.9% | +212.0% |
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