+1,723.7%
GLW vs VGT
+2,283.9%
-560.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.3% | +5.4% | +5.4% |
| 7D | +3.8% | +1.0% | +2.8% | +2.7% |
| 30D | -1.3% | +1.3% | -2.6% | -2.5% |
| 3M | -21.8% | -1.1% | -20.7% | -18.6% |
| 6M | +6.9% | +32.6% | -25.7% | -16.0% |
| YTD | +77.2% | +29.0% | +48.2% | +43.5% |
| 1Y | +123.2% | +39.7% | +83.5% | +67.9% |
| 3Y | +400.0% | +120.9% | +279.1% | +130.5% |
| 5Y | +342.8% | +133.6% | +209.3% | +82.5% |
| 10Y | +771.4% | +792.6% | -21.2% | -24.0% |
| All | +1,723.7% | +2,283.9% | -560.2% | -49.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling