+39.7%
GLW vs NVTS
+6.9%
+32.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -6.4% | +1.8% | -2.4% |
| 7D | +7.5% | +3.9% | +3.5% | +6.3% |
| 30D | -19.0% | -4.3% | -14.7% | -18.3% |
| 3M | -27.9% | -34.5% | +6.6% | -18.3% |
| 6M | -44.6% | -57.7% | +13.2% | -31.2% |
| YTD | +31.0% | +25.4% | +5.6% | +23.4% |
| 1Y | +39.7% | +13.1% | +26.6% | +34.3% |
| All | +39.7% | +6.9% | +32.9% | +34.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling