+851.8%
GLW vs NYT
+489.9%
+361.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +1.9% |
| 7D | +7.8% | -0.6% | +8.4% | +8.0% |
| 30D | -0.4% | +4.6% | -5.0% | -1.6% |
| 3M | -5.6% | -9.6% | +4.0% | -4.4% |
| 6M | +26.7% | -14.0% | +40.7% | +29.9% |
| YTD | +91.0% | -2.8% | +93.9% | +88.3% |
| 1Y | +122.4% | +15.6% | +106.8% | +107.4% |
| 3Y | +471.0% | +56.3% | +414.7% | +375.0% |
| 5Y | +385.6% | +39.5% | +346.1% | +305.6% |
| All | +851.8% | +489.9% | +361.9% | +474.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 10y: compounded portfolio wealth divided by compounded NYT 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…
10y analysis · Full analysis span regression · 6 months rolling