+499.2%
NOW vs GLW
+498.6%
+0.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -1.0% |
| 7D | -3.0% | -13.9% | +10.9% | +0.3% |
| 30D | -26.0% | -35.0% | +9.0% | -18.6% |
| 3M | -13.1% | -32.4% | +19.2% | -6.9% |
| 6M | +14.5% | -41.3% | +55.9% | +19.1% |
| YTD | -33.4% | +21.8% | -55.3% | -53.3% |
| 1Y | -40.6% | +21.8% | -62.5% | -58.7% |
| 3Y | -16.3% | +307.7% | -324.0% | -70.4% |
| 5Y | -26.3% | +213.7% | -240.0% | -70.0% |
| All | +499.2% | +498.6% | +0.6% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GLW.
Daily Out/Under-Performance
Portfolio return minus GLW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLW 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 GLW 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