+837.6%
GLW vs VFC
-69.1%
+906.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.9% | +9.4% | +8.1% |
| 7D | +14.0% | +0.8% | +13.2% | +13.7% |
| 30D | +0.4% | -11.9% | +12.3% | +4.1% |
| 3M | -11.3% | -20.2% | +8.8% | -6.7% |
| 6M | +35.1% | -23.0% | +58.1% | +43.3% |
| YTD | +90.5% | -26.2% | +116.8% | +104.2% |
| 1Y | +132.0% | -13.3% | +145.4% | +133.4% |
| 3Y | +463.3% | -25.5% | +488.8% | +414.3% |
| 5Y | +382.5% | -78.1% | +460.6% | +658.3% |
| 10Y | +837.6% | -68.8% | +906.4% | +1,192.3% |
| All | +837.6% | -69.1% | +906.7% | +1,192.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling