-25.1%
NOW vs GLW
+228.2%
-253.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.3% | +5.9% | +1.9% |
| 7D | +0.3% | +7.7% | -7.5% | -0.4% |
| 30D | -27.0% | -18.8% | -8.1% | -25.9% |
| 3M | -19.6% | -27.7% | +8.1% | -18.3% |
| 6M | +17.5% | -44.4% | +61.9% | +20.7% |
| YTD | -33.3% | +31.3% | -64.5% | -52.2% |
| 1Y | -39.8% | +40.0% | -79.9% | -58.5% |
| 3Y | -19.9% | +339.2% | -359.2% | -73.4% |
| All | -25.1% | +228.2% | -253.3% | -68.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling