+863.6%
GLW vs VGT
+818.7%
+44.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.6% |
| 7D | +16.9% | +1.5% | +15.4% | +15.4% |
| 30D | +7.0% | +0.5% | +6.5% | +6.6% |
| 3M | -3.0% | +5.3% | -8.2% | -5.2% |
| 6M | +31.0% | +32.4% | -1.5% | +7.1% |
| YTD | +93.4% | +28.6% | +64.8% | +62.7% |
| 1Y | +134.7% | +37.6% | +97.1% | +87.9% |
| 3Y | +471.8% | +125.5% | +346.3% | +201.7% |
| 5Y | +394.5% | +135.2% | +259.3% | +143.7% |
| All | +863.6% | +818.7% | +44.9% | +35.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling