+618.2%
GLW vs NVT
+699.2%
-81.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.6% | +3.1% | +4.2% |
| 7D | +3.8% | +5.1% | -1.3% | +1.0% |
| 30D | -1.3% | -3.7% | +2.4% | +1.0% |
| 3M | -21.8% | -10.1% | -11.7% | -15.5% |
| 6M | +6.9% | +37.5% | -30.6% | -6.4% |
| YTD | +77.2% | +53.7% | +23.4% | +46.9% |
| 1Y | +123.2% | +70.9% | +52.4% | +75.4% |
| 3Y | +400.0% | +180.4% | +219.6% | +187.4% |
| 5Y | +342.8% | +393.5% | -50.7% | +81.7% |
| All | +618.2% | +699.2% | -81.1% | +123.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling