+4,542.6%
GLW vs VFC
+845.1%
+3,697.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.4% | +3.3% | +4.9% |
| 7D | +3.8% | -1.6% | +5.4% | +4.4% |
| 30D | -1.3% | -11.6% | +10.3% | +2.9% |
| 3M | -21.8% | -18.1% | -3.7% | -17.7% |
| 6M | +6.9% | -27.4% | +34.2% | +17.1% |
| YTD | +77.2% | -24.8% | +102.0% | +90.6% |
| 1Y | +123.2% | -8.2% | +131.5% | +120.3% |
| 3Y | +400.0% | -29.1% | +429.1% | +360.1% |
| 5Y | +342.8% | -79.2% | +422.0% | +542.2% |
| 10Y | +771.4% | -68.1% | +839.5% | +920.8% |
| All | +4,542.6% | +845.1% | +3,697.5% | +1,694.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling