+526.0%
GLW vs VMC
+125.2%
+400.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.6% | -3.8% | -4.1% |
| 7D | +7.7% | -1.3% | +9.0% | +8.4% |
| 30D | -18.8% | +15.5% | -34.3% | -23.8% |
| 3M | -27.7% | +0.6% | -28.3% | -28.2% |
| 6M | -44.4% | +2.1% | -46.5% | -45.6% |
| YTD | +31.3% | -1.6% | +32.9% | +30.4% |
| 1Y | +40.0% | -1.2% | +41.2% | +38.9% |
| 3Y | +339.2% | +35.3% | +303.9% | +275.5% |
| 5Y | +229.2% | +43.6% | +185.6% | +169.3% |
| All | +526.0% | +125.2% | +400.8% | +309.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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