+463.3%
GLW vs VGT
+126.0%
+337.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.2% | +7.7% | +7.7% |
| 7D | +14.0% | +1.8% | +12.2% | +11.9% |
| 30D | +0.4% | -0.3% | +0.7% | +0.8% |
| 3M | -11.3% | +3.4% | -14.7% | -12.3% |
| 6M | +35.1% | +35.0% | +0.1% | +7.9% |
| YTD | +90.5% | +28.8% | +61.8% | +58.5% |
| 1Y | +132.0% | +38.0% | +94.0% | +84.8% |
| 3Y | +463.3% | +125.8% | +337.5% | +244.7% |
| All | +463.3% | +126.0% | +337.3% | +244.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling