+31.2%
NVDA vs GLW
+136.0%
-104.9%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.2% |
| 7D | -0.3% | +16.9% | -17.2% | -3.7% |
| 30D | +2.8% | +7.0% | -4.2% | +1.1% |
| 3M | +7.4% | -3.0% | +10.4% | +5.0% |
| 6M | +22.6% | +31.0% | -8.4% | +7.5% |
| YTD | +20.1% | +93.4% | -73.3% | -8.9% |
| 1Y | +31.2% | +134.7% | -103.6% | -10.5% |
| All | +31.2% | +136.0% | -104.9% | -10.5% |
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