+134.7%
GLW vs VFC
-15.2%
+150.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.7% | +1.9% |
| 7D | +16.9% | -2.3% | +19.2% | +17.4% |
| 30D | +7.0% | -13.4% | +20.3% | +9.9% |
| 3M | -3.0% | -23.7% | +20.7% | +0.9% |
| 6M | +31.0% | -24.5% | +55.4% | +35.4% |
| YTD | +93.4% | -27.8% | +121.3% | +102.0% |
| 1Y | +134.7% | -13.5% | +148.2% | +135.0% |
| All | +134.7% | -15.2% | +150.0% | +135.0% |
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