+111.7%
GLW vs VG
-49.4%
+161.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.7% | -5.0% | -3.4% |
| 7D | -11.1% | -7.7% | -3.4% | -10.9% |
| 30D | -28.4% | -8.8% | -19.6% | -28.2% |
| 3M | -28.8% | -15.6% | -13.2% | -28.4% |
| 6M | -39.8% | +5.2% | -45.0% | -40.2% |
| YTD | +28.7% | +76.9% | -48.2% | +15.6% |
| 1Y | +27.7% | +42.5% | -14.8% | +18.0% |
| All | +111.7% | -49.4% | +161.1% | +118.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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