+463.3%
GLW vs NWSA
+44.8%
+418.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.9% | +9.4% | +7.5% |
| 7D | +14.0% | -2.6% | +16.7% | +14.0% |
| 30D | +0.4% | +4.6% | -4.2% | +0.3% |
| 3M | -11.3% | +10.2% | -21.5% | -11.3% |
| 6M | +35.1% | +21.6% | +13.4% | +31.6% |
| YTD | +90.5% | +14.6% | +75.9% | +88.4% |
| 1Y | +132.0% | +0.4% | +131.7% | +142.1% |
| 3Y | +463.3% | +45.0% | +418.3% | +411.4% |
| All | +463.3% | +44.8% | +418.5% | +411.4% |
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 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