+40.6%
GLW vs VFC
+52.5%
-11.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +4.4% | -10.3% | -6.5% |
| 7D | -9.5% | +21.5% | -30.9% | -12.4% |
| 30D | -25.5% | +46.7% | -72.1% | -30.7% |
| 3M | -25.6% | +38.4% | -64.0% | -30.1% |
| 6M | -25.5% | +15.2% | -40.7% | -28.0% |
| YTD | +36.4% | +17.8% | +18.6% | +28.9% |
| 1Y | +40.6% | +55.6% | -15.0% | +27.0% |
| All | +40.6% | +52.5% | -11.9% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1y: compounded portfolio wealth divided by compounded VFC 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…
1y analysis · Full analysis span regression · 6 months rolling