+562.0%
GLW vs VIG
+264.3%
+297.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.8% | +6.6% | +6.4% |
| 7D | +1.4% | -0.3% | +1.8% | +2.6% |
| 30D | -18.2% | +4.9% | -23.1% | -23.2% |
| 3M | -24.2% | +2.9% | -27.1% | -26.9% |
| 6M | -41.7% | +11.2% | -52.9% | -49.3% |
| YTD | +38.3% | +16.0% | +22.3% | +14.9% |
| 1Y | +38.2% | +17.0% | +21.2% | +13.9% |
| 3Y | +363.4% | +66.9% | +296.5% | +140.0% |
| 5Y | +254.6% | +65.8% | +188.7% | +85.3% |
| 10Y | +562.0% | +263.6% | +298.3% | +20.5% |
| All | +562.0% | +264.3% | +297.6% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 10y: compounded portfolio wealth divided by compounded VIG 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…
10y analysis · Full analysis span regression · 6 months rolling