+212.6%
GLW vs V
+101.0%
+111.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | -13.9% | +2.2% | -16.1% | -14.4% |
| 30D | -35.0% | +13.6% | -48.6% | -37.4% |
| 3M | -32.4% | +14.3% | -46.6% | -35.2% |
| 6M | -41.3% | +33.1% | -74.4% | -47.5% |
| YTD | +21.8% | +21.2% | +0.6% | +12.9% |
| 1Y | +21.8% | +26.4% | -4.6% | +10.4% |
| 3Y | +307.7% | +77.6% | +230.1% | +200.9% |
| All | +212.6% | +101.0% | +111.6% | +109.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling