+356.1%
GLW vs NWSA
+26.5%
+329.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.7% | +8.6% | +9.3% |
| 7D | -5.9% | -10.5% | +4.6% | -5.7% |
| 30D | -26.0% | -8.8% | -17.2% | -25.7% |
| 3M | -29.9% | -6.5% | -23.4% | -29.5% |
| 6M | -37.8% | -1.3% | -36.4% | -37.4% |
| YTD | +33.1% | +2.5% | +30.6% | +32.8% |
| 1Y | +36.8% | +0.2% | +36.6% | +37.8% |
| 3Y | +356.1% | +27.6% | +328.5% | +331.7% |
| All | +356.1% | +26.5% | +329.5% | +331.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling