+254.6%
GLW vs VGT
+111.0%
+143.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.9% | +4.5% | +4.8% |
| 7D | +1.4% | -1.6% | +3.0% | +3.6% |
| 30D | -18.2% | -10.1% | -8.1% | -9.2% |
| 3M | -24.2% | -5.3% | -18.9% | -19.1% |
| 6M | -41.7% | +0.2% | -42.0% | -39.0% |
| YTD | +38.3% | +21.1% | +17.2% | +26.9% |
| 1Y | +38.2% | +18.2% | +20.0% | +29.3% |
| 3Y | +363.4% | +107.4% | +256.0% | +201.8% |
| 5Y | +254.6% | +111.5% | +143.0% | +113.5% |
| All | +254.6% | +111.0% | +143.5% | +113.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling