+342.1%
GLW vs VIG
+63.1%
+279.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.5% | +6.1% | +6.3% |
| 7D | +3.8% | -0.4% | +4.2% | +4.3% |
| 30D | -1.3% | -1.0% | -0.4% | -0.2% |
| 3M | -21.8% | +2.8% | -24.6% | -24.5% |
| 6M | +6.9% | +8.2% | -1.3% | -2.8% |
| YTD | +77.2% | +11.0% | +66.1% | +56.4% |
| 1Y | +123.2% | +16.1% | +107.1% | +87.5% |
| 3Y | +400.0% | +56.2% | +343.8% | +199.4% |
| All | +342.1% | +63.1% | +279.0% | +148.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling