+833.1%
GLW vs VGT
+809.1%
+24.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.1% | -2.2% |
| 7D | +11.7% | -1.0% | +12.8% | +12.8% |
| 30D | +2.7% | -0.4% | +3.1% | +3.2% |
| 3M | -2.8% | +6.6% | -9.4% | -6.0% |
| 6M | +20.2% | +31.0% | -10.9% | -0.8% |
| YTD | +87.3% | +27.2% | +60.0% | +59.1% |
| 1Y | +119.6% | +34.5% | +85.1% | +79.2% |
| 3Y | +453.7% | +123.1% | +330.5% | +194.9% |
| 5Y | +376.1% | +135.1% | +241.0% | +134.8% |
| All | +833.1% | +809.1% | +24.0% | +32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded VGT 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling