+212.6%
GLW vs VFC
-67.4%
+280.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.6% |
| 7D | -13.9% | +11.2% | -25.1% | -15.8% |
| 30D | -35.0% | +41.5% | -76.5% | -39.8% |
| 3M | -32.4% | +38.9% | -71.3% | -37.1% |
| 6M | -41.3% | +6.1% | -47.5% | -42.9% |
| YTD | +21.8% | +14.5% | +7.3% | +16.4% |
| 1Y | +21.8% | +46.0% | -24.1% | +10.2% |
| 3Y | +307.7% | +36.4% | +271.3% | +243.7% |
| All | +212.6% | -67.4% | +280.1% | +339.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling