+390.7%
GLW vs NVTS
-14.2%
+404.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +1.7% | +5.9% | +7.4% |
| 7D | +14.0% | +9.7% | +4.3% | +13.0% |
| 30D | +0.4% | -13.6% | +14.0% | +1.9% |
| 3M | -11.3% | -51.0% | +39.6% | -5.6% |
| 6M | +35.1% | +46.3% | -11.3% | +31.1% |
| YTD | +90.5% | +68.1% | +22.5% | +82.4% |
| 1Y | +132.0% | +113.9% | +18.1% | +116.7% |
| 3Y | +463.3% | +45.3% | +418.0% | +414.7% |
| All | +390.7% | -14.2% | +404.8% | +308.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling