+232.7%
GLW vs VFC
-68.3%
+301.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +3.2% | -7.6% | -5.0% |
| 7D | +7.7% | +1.6% | +6.1% | +7.4% |
| 30D | -18.8% | +25.5% | -44.3% | -22.7% |
| 3M | -27.7% | +41.3% | -69.0% | -33.1% |
| 6M | -44.4% | +22.2% | -66.7% | -47.5% |
| YTD | +31.3% | +16.4% | +14.9% | +24.9% |
| 1Y | +40.0% | +38.4% | +1.6% | +28.1% |
| 3Y | +339.2% | +56.2% | +283.0% | +257.7% |
| All | +232.7% | -68.3% | +301.1% | +377.4% |
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