+562.0%
GLW vs NWSA
+153.1%
+408.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.8% | +6.6% | +7.1% |
| 7D | +1.4% | -12.2% | +13.6% | +7.1% |
| 30D | -18.2% | -8.7% | -9.5% | -15.2% |
| 3M | -24.2% | -6.0% | -18.2% | -23.0% |
| 6M | -41.7% | -0.3% | -41.4% | -43.4% |
| YTD | +38.3% | +3.5% | +34.8% | +30.2% |
| 1Y | +38.2% | +0.8% | +37.4% | +31.8% |
| 3Y | +363.4% | +31.1% | +332.2% | +280.5% |
| 5Y | +254.6% | +18.8% | +235.8% | +195.8% |
| 10Y | +562.0% | +147.9% | +414.1% | +248.4% |
| All | +562.0% | +153.1% | +408.9% | +248.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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