+281.7%
NVDA vs GLW
+349.1%
-67.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +9.3% | -13.5% | -7.4% |
| 7D | -11.6% | -5.9% | -5.7% | -9.9% |
| 30D | -22.1% | -26.0% | +3.9% | -14.1% |
| 3M | -20.1% | -29.9% | +9.8% | -11.4% |
| 6M | -16.8% | -37.8% | +21.0% | -9.0% |
| YTD | -4.0% | +33.1% | -37.1% | -35.4% |
| 1Y | -4.8% | +36.8% | -41.6% | -37.6% |
| 3Y | +281.7% | +356.1% | -74.4% | +43.2% |
| All | +281.7% | +349.1% | -67.4% | +43.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling