+514.0%
NOW vs GLW
+526.2%
-12.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.3% | +5.9% | +2.6% |
| 7D | +0.3% | +7.7% | -7.5% | -1.6% |
| 30D | -27.0% | -18.8% | -8.1% | -23.6% |
| 3M | -19.6% | -27.7% | +8.1% | -15.2% |
| 6M | +17.5% | -44.4% | +61.9% | +26.1% |
| YTD | -33.3% | +31.3% | -64.5% | -54.0% |
| 1Y | -39.8% | +40.0% | -79.9% | -60.1% |
| 3Y | -19.9% | +339.2% | -359.2% | -72.2% |
| 5Y | -26.1% | +229.2% | -255.2% | -70.1% |
| All | +514.0% | +526.2% | -12.3% | +41.6% |
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