+808.8%
NOW vs GLW
+771.4%
+37.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +5.7% | -8.7% | -4.4% |
| 7D | -2.4% | +3.8% | -6.2% | -3.3% |
| 30D | +20.5% | -1.3% | +21.9% | +20.0% |
| 3M | +18.3% | -21.8% | +40.2% | +20.5% |
| 6M | +24.1% | +6.9% | +17.2% | +6.1% |
| YTD | -7.8% | +77.2% | -84.9% | -39.9% |
| 1Y | -21.4% | +123.2% | -144.6% | -55.2% |
| 3Y | +19.5% | +400.0% | -380.5% | -57.1% |
| 5Y | +4.1% | +342.8% | -338.7% | -60.3% |
| All | +808.8% | +771.4% | +37.4% | +88.3% |
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