+134.7%
GLW vs NVTS
+103.9%
+30.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.3% | +4.8% | +2.3% |
| 7D | +16.9% | +3.5% | +13.4% | +15.9% |
| 30D | +7.0% | -11.9% | +18.9% | +10.4% |
| 3M | -3.0% | -49.2% | +46.3% | +10.7% |
| 6M | +31.0% | +38.4% | -7.4% | +25.8% |
| YTD | +93.4% | +62.5% | +30.9% | +80.9% |
| 1Y | +134.7% | +101.4% | +33.4% | +135.5% |
| All | +134.7% | +103.9% | +30.9% | +135.5% |
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