+123.2%
GLW vs VFC
-6.8%
+130.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.4% | +3.3% | +5.2% |
| 7D | +3.8% | -1.6% | +5.4% | +4.1% |
| 30D | -1.3% | -11.6% | +10.3% | +1.0% |
| 3M | -21.8% | -18.1% | -3.7% | -20.0% |
| 6M | +6.9% | -27.4% | +34.2% | +11.7% |
| YTD | +77.2% | -24.8% | +102.0% | +83.6% |
| 1Y | +123.2% | -8.2% | +131.5% | +121.5% |
| All | +123.2% | -6.8% | +130.1% | +121.5% |
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