+769.5%
GLW vs V
+388.0%
+381.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.0% | +6.7% | +6.3% |
| 7D | +3.8% | -1.7% | +5.5% | +4.8% |
| 30D | -1.3% | +2.0% | -3.3% | -2.9% |
| 3M | -21.8% | +17.4% | -39.2% | -30.4% |
| 6M | +6.9% | +17.5% | -10.6% | -6.0% |
| YTD | +77.2% | +7.6% | +69.6% | +63.8% |
| 1Y | +123.2% | +7.7% | +115.5% | +104.9% |
| 3Y | +400.0% | +54.7% | +345.3% | +248.1% |
| 5Y | +342.8% | +73.0% | +269.8% | +176.5% |
| All | +769.5% | +388.0% | +381.5% | +182.4% |
Cumulative growth
Daily Returns
Daily percentage return beside V.
Daily Out/Under-Performance
Portfolio return minus V return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × V 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 10y: compounded portfolio wealth divided by compounded V 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…
10y analysis · Full analysis span regression · 6 months rolling