+4,893.4%
GLW vs NYT
+772.2%
+4,121.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +1.0% | +6.5% | +7.3% |
| 7D | +14.0% | +0.3% | +13.7% | +13.9% |
| 30D | +0.4% | +7.0% | -6.6% | -1.7% |
| 3M | -11.3% | -7.9% | -3.4% | -10.5% |
| 6M | +35.1% | -15.0% | +50.1% | +39.2% |
| YTD | +90.5% | -1.3% | +91.8% | +87.1% |
| 1Y | +132.0% | +16.9% | +115.1% | +115.8% |
| 3Y | +463.3% | +58.9% | +404.4% | +368.6% |
| 5Y | +382.5% | +40.9% | +341.6% | +305.3% |
| 10Y | +837.6% | +471.8% | +365.8% | +386.8% |
| All | +4,893.4% | +772.2% | +4,121.2% | +1,886.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling