+381.6%
GLW vs NXT
+178.8%
+202.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.2% | +4.5% | +5.5% |
| 7D | +3.8% | -1.1% | +4.9% | +4.0% |
| 30D | -1.3% | -15.3% | +14.0% | +1.7% |
| 3M | -21.8% | -43.8% | +22.0% | -13.8% |
| 6M | +6.9% | -18.7% | +25.6% | +12.3% |
| YTD | +77.2% | -3.0% | +80.2% | +82.5% |
| 1Y | +123.2% | +22.7% | +100.5% | +126.1% |
| 3Y | +400.0% | +95.9% | +304.1% | +376.0% |
| All | +381.6% | +178.8% | +202.8% | +336.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling