+394.5%
GLW vs NVT
+420.2%
-25.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.5% | +4.0% | +2.9% |
| 7D | +16.9% | +7.0% | +9.9% | +12.6% |
| 30D | +7.0% | -2.3% | +9.3% | +8.7% |
| 3M | -3.0% | -3.1% | +0.1% | +0.5% |
| 6M | +31.0% | +47.0% | -16.0% | +12.7% |
| YTD | +93.4% | +56.2% | +37.2% | +62.8% |
| 1Y | +134.7% | +74.5% | +60.2% | +88.6% |
| 3Y | +471.8% | +184.0% | +287.8% | +250.3% |
| 5Y | +394.5% | +410.8% | -16.3% | +118.2% |
| All | +394.5% | +420.2% | -25.7% | +118.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling