+134.7%
GLW vs NWSA
+2.0%
+132.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.2% |
| 7D | +16.9% | -3.1% | +19.9% | +14.5% |
| 30D | +7.0% | +4.3% | +2.7% | +10.5% |
| 3M | -3.0% | +9.2% | -12.2% | +7.2% |
| 6M | +31.0% | +21.6% | +9.4% | +49.4% |
| YTD | +93.4% | +14.2% | +79.2% | +119.8% |
| 1Y | +134.7% | +1.8% | +133.0% | +164.7% |
| All | +134.7% | +2.0% | +132.7% | +164.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling