+95.3%
GLW vs VG
-51.4%
+146.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -4.0% | -8.9% | -12.8% |
| 7D | -19.7% | -22.0% | +2.3% | -19.1% |
| 30D | -38.8% | -14.7% | -24.1% | -38.5% |
| 3M | -33.9% | -7.1% | -26.8% | -33.7% |
| 6M | -36.0% | -11.2% | -24.8% | -35.9% |
| YTD | +18.7% | +69.8% | -51.1% | +6.8% |
| 1Y | +19.8% | +49.9% | -30.1% | +9.3% |
| All | +95.3% | -51.4% | +146.7% | +101.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling