+431.0%
GLW vs NVT
+488.5%
-57.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.7% | -3.8% | -4.1% |
| 7D | +7.5% | +8.0% | -0.5% | +3.1% |
| 30D | -19.0% | -24.8% | +5.7% | -5.3% |
| 3M | -27.9% | -32.4% | +4.5% | -9.6% |
| 6M | -44.6% | -33.5% | -11.1% | -28.6% |
| YTD | +31.0% | +13.2% | +17.8% | +29.7% |
| 1Y | +39.7% | +9.0% | +30.8% | +40.9% |
| 3Y | +338.2% | +129.4% | +208.8% | +186.1% |
| 5Y | +228.4% | +230.1% | -1.7% | +70.0% |
| All | +431.0% | +488.5% | -57.5% | +96.8% |
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 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