+356.2%
GLW vs NVTS
-15.6%
+371.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +6.3% | -0.6% | +5.1% |
| 7D | +3.8% | +2.7% | +1.1% | +3.5% |
| 30D | -1.3% | -4.5% | +3.1% | -0.8% |
| 3M | -21.8% | -61.5% | +39.7% | -15.1% |
| 6M | +6.9% | +28.0% | -21.1% | +4.8% |
| YTD | +77.2% | +65.3% | +11.9% | +69.8% |
| 1Y | +123.2% | +113.0% | +10.2% | +108.7% |
| 3Y | +400.0% | +34.7% | +365.3% | +360.9% |
| All | +356.2% | -15.6% | +371.8% | +280.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling