+34.4%
NVDA vs GLW
+123.7%
-89.3%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.7% | -4.8% | -0.4% |
| 7D | +5.9% | +3.8% | +2.1% | +5.0% |
| 30D | +5.1% | -1.3% | +6.4% | +5.2% |
| 3M | +5.4% | -21.8% | +27.2% | +8.2% |
| 6M | +26.0% | +6.9% | +19.1% | +16.5% |
| YTD | +23.7% | +77.2% | -53.5% | -3.9% |
| 1Y | +34.4% | +123.2% | -88.9% | -6.4% |
| All | +34.4% | +123.7% | -89.3% | -6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling