+526.0%
GLW vs VGT
+716.3%
-190.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.7% | -2.6% | -2.8% |
| 7D | +7.7% | +2.5% | +5.3% | +5.7% |
| 30D | -18.8% | -9.5% | -9.3% | -10.2% |
| 3M | -27.7% | -9.5% | -18.2% | -19.5% |
| 6M | -44.4% | -1.8% | -42.7% | -40.9% |
| YTD | +31.3% | +18.4% | +12.9% | +21.0% |
| 1Y | +40.0% | +18.7% | +21.3% | +29.1% |
| 3Y | +339.2% | +103.8% | +235.4% | +158.2% |
| 5Y | +229.2% | +104.4% | +124.8% | +87.8% |
| All | +526.0% | +716.3% | -190.3% | -7.4% |
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