+1,248.3%
GLW vs VGT
+2,088.1%
-839.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.7% | -2.8% | -2.8% |
| 7D | +7.5% | +2.5% | +5.0% | +5.2% |
| 30D | -19.0% | -9.5% | -9.5% | -9.4% |
| 3M | -27.9% | -9.5% | -18.4% | -18.7% |
| 6M | -44.6% | -1.8% | -42.8% | -40.8% |
| YTD | +31.0% | +18.4% | +12.6% | +17.8% |
| 1Y | +39.7% | +18.7% | +21.0% | +25.6% |
| 3Y | +338.2% | +103.8% | +234.4% | +124.0% |
| 5Y | +228.4% | +104.4% | +124.0% | +58.7% |
| 10Y | +526.9% | +716.9% | -190.0% | -39.0% |
| All | +1,248.3% | +2,088.1% | -839.8% | -58.7% |
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 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