+374.6%
GLW vs NYT
+38.2%
+336.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.1% | -3.2% |
| 7D | +11.7% | -0.7% | +12.5% | +11.9% |
| 30D | +2.7% | +4.5% | -1.8% | +1.8% |
| 3M | -2.8% | -8.5% | +5.7% | -2.2% |
| 6M | +20.2% | -15.1% | +35.2% | +23.0% |
| YTD | +87.3% | -3.3% | +90.6% | +84.9% |
| 1Y | +119.6% | +17.0% | +102.6% | +105.4% |
| 3Y | +453.7% | +55.7% | +398.0% | +367.8% |
| All | +374.6% | +38.2% | +336.5% | +270.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling