+244.0%
GLW vs V
+106.4%
+137.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.6% | +7.2% | +6.8% |
| 7D | +15.5% | -0.4% | +15.9% | +15.6% |
| 30D | -19.6% | +6.3% | -25.9% | -21.0% |
| 3M | -28.5% | +17.2% | -45.7% | -32.1% |
| 6M | -39.5% | +29.2% | -68.8% | -45.3% |
| YTD | +37.2% | +20.8% | +16.4% | +27.2% |
| 1Y | +35.4% | +25.0% | +10.4% | +23.3% |
| 3Y | +359.7% | +75.3% | +284.4% | +240.5% |
| 5Y | +244.0% | +105.8% | +138.2% | +126.5% |
| All | +244.0% | +106.4% | +137.6% | +126.5% |
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