+342.1%
GLW vs V
+71.8%
+270.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.0% | +6.7% | +6.0% |
| 7D | +3.8% | -1.7% | +5.5% | +4.3% |
| 30D | -1.3% | +2.0% | -3.3% | -2.2% |
| 3M | -21.8% | +17.4% | -39.2% | -27.2% |
| 6M | +6.9% | +17.5% | -10.6% | -1.1% |
| YTD | +77.2% | +7.6% | +69.6% | +70.0% |
| 1Y | +123.2% | +7.7% | +115.5% | +113.3% |
| 3Y | +400.0% | +54.7% | +345.3% | +287.0% |
| All | +342.1% | +71.8% | +270.3% | +212.2% |
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