+579.7%
GLW vs V
+3,138.4%
-2,558.7%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | -13.9% | +2.2% | -16.1% | -14.9% |
| 30D | -35.0% | +13.6% | -48.6% | -39.4% |
| 3M | -32.4% | +14.3% | -46.6% | -37.6% |
| 6M | -41.3% | +33.1% | -74.4% | -51.0% |
| YTD | +21.8% | +21.2% | +0.6% | +5.9% |
| 1Y | +21.8% | +26.4% | -4.6% | +3.3% |
| 3Y | +307.7% | +77.6% | +230.1% | +179.4% |
| 5Y | +213.7% | +102.6% | +111.1% | +96.3% |
| 10Y | +509.3% | +464.4% | +44.8% | +123.4% |
| All | +579.7% | +3,138.4% | -2,558.7% | -6.1% |
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 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