+132.0%
GLW vs NXT
+20.2%
+111.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +1.1% | +6.4% | +7.1% |
| 7D | +14.0% | +2.9% | +11.1% | +12.7% |
| 30D | +0.4% | -17.2% | +17.6% | +8.4% |
| 3M | -11.3% | -32.0% | +20.7% | +3.2% |
| 6M | +35.1% | -15.8% | +50.8% | +47.6% |
| YTD | +90.5% | -1.9% | +92.4% | +98.2% |
| 1Y | +132.0% | +22.5% | +109.5% | +146.3% |
| All | +132.0% | +20.2% | +111.8% | +146.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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