+747.5%
GLW vs VIG
+623.5%
+124.0%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.7% |
| YTD | +77.2% | +11.0% | +66.1% | +56.3% |
| 1Y | +123.2% | +16.1% | +107.1% | +86.5% |
| 3Y | +400.0% | +56.2% | +343.8% | +185.5% |
| 5Y | +342.8% | +63.0% | +279.8% | +139.1% |
| 10Y | +771.4% | +241.4% | +530.0% | +87.8% |
| All | +747.5% | +623.5% | +124.0% | -33.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling