+542.4%
GLW vs VFC
-44.8%
+587.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +2.6% | +6.6% | +8.5% |
| 7D | -5.9% | +7.7% | -13.6% | -7.9% |
| 30D | -26.0% | +39.2% | -65.2% | -33.3% |
| 3M | -29.9% | +40.3% | -70.2% | -37.1% |
| 6M | -37.8% | +11.4% | -49.1% | -41.2% |
| YTD | +33.1% | +17.5% | +15.6% | +23.4% |
| 1Y | +36.8% | +45.9% | -9.0% | +18.0% |
| 3Y | +356.1% | +47.3% | +308.8% | +236.3% |
| 5Y | +243.8% | -67.2% | +311.0% | +386.4% |
| 10Y | +542.4% | -46.1% | +588.5% | +667.5% |
| All | +542.4% | -44.8% | +587.2% | +667.5% |
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 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