+888.1%
GLW vs V
+2,773.8%
-1,885.7%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.0% | +6.7% | +6.2% |
| 7D | +3.8% | -1.7% | +5.5% | +4.7% |
| 30D | -1.3% | +2.0% | -3.3% | -2.8% |
| 3M | -21.8% | +17.4% | -39.2% | -29.5% |
| 6M | +6.9% | +17.5% | -10.6% | -4.6% |
| YTD | +77.2% | +7.6% | +69.6% | +65.0% |
| 1Y | +123.2% | +7.7% | +115.5% | +106.6% |
| 3Y | +400.0% | +54.7% | +345.3% | +270.7% |
| 5Y | +342.8% | +73.0% | +269.8% | +202.7% |
| 10Y | +771.4% | +390.9% | +380.5% | +245.8% |
| All | +888.1% | +2,773.8% | -1,885.7% | +46.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling