+233.4%
GLW vs VIG
+64.1%
+169.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.3% | -3.6% | -3.6% |
| 7D | -11.1% | +1.0% | -12.1% | -11.9% |
| 30D | -28.4% | +4.5% | -33.0% | -32.4% |
| 3M | -28.8% | +2.1% | -30.9% | -30.6% |
| 6M | -39.8% | +10.5% | -50.3% | -46.9% |
| YTD | +28.7% | +15.1% | +13.7% | +8.8% |
| 1Y | +27.7% | +16.9% | +10.8% | +6.2% |
| 3Y | +331.3% | +65.6% | +265.8% | +141.0% |
| 5Y | +233.4% | +64.4% | +169.1% | +86.7% |
| All | +233.4% | +64.1% | +169.3% | +86.7% |
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