+1,323.7%
GLW vs VGT
+2,138.1%
-814.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.9% | +4.5% | +4.4% |
| 7D | +1.4% | -1.6% | +3.0% | +3.9% |
| 30D | -18.2% | -10.1% | -8.1% | -7.8% |
| 3M | -24.2% | -5.3% | -18.9% | -18.5% |
| 6M | -41.7% | +0.2% | -42.0% | -39.0% |
| YTD | +38.3% | +21.1% | +17.2% | +21.5% |
| 1Y | +38.2% | +18.2% | +20.0% | +24.8% |
| 3Y | +363.4% | +107.4% | +256.0% | +132.4% |
| 5Y | +254.6% | +111.5% | +143.0% | +65.1% |
| 10Y | +562.0% | +735.5% | -173.6% | -37.1% |
| All | +1,323.7% | +2,138.1% | -814.4% | -57.4% |
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 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