-26.4%
NOW vs GLW
+212.0%
-238.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -0.6% |
| 7D | -3.0% | -13.9% | +10.9% | -1.8% |
| 30D | -26.0% | -35.0% | +9.0% | -23.7% |
| 3M | -13.1% | -32.4% | +19.2% | -11.2% |
| 6M | +14.5% | -41.3% | +55.9% | +14.6% |
| YTD | -33.4% | +21.8% | -55.3% | -52.0% |
| 1Y | -40.6% | +21.8% | -62.5% | -57.6% |
| 3Y | -16.3% | +307.7% | -324.0% | -72.1% |
| All | -26.4% | +212.0% | -238.3% | -69.2% |
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