+238.1%
GLW vs NVTS
-36.0%
+274.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -6.4% | +2.1% | -3.6% |
| 7D | +7.7% | +3.9% | +3.8% | +7.4% |
| 30D | -18.8% | -4.3% | -14.5% | -18.5% |
| 3M | -27.7% | -34.5% | +6.7% | -24.6% |
| 6M | -44.4% | -57.7% | +13.3% | -39.9% |
| YTD | +31.3% | +25.4% | +5.9% | +29.5% |
| 1Y | +40.0% | +13.1% | +26.9% | +38.9% |
| 3Y | +339.2% | +48.9% | +290.3% | +298.7% |
| 5Y | +229.2% | -51.8% | +281.0% | +200.2% |
| All | +238.1% | -36.0% | +274.1% | +190.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 10y: compounded portfolio wealth divided by compounded NVTS 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…
10y analysis · Full analysis span regression · 6 months rolling