+867.9%
GLW vs VMC
+146.8%
+721.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.3% | +4.8% | +2.8% |
| 7D | +16.9% | -5.3% | +22.2% | +19.4% |
| 30D | +7.0% | -12.3% | +19.2% | +12.7% |
| 3M | -3.0% | -10.3% | +7.3% | +0.7% |
| 6M | +31.0% | -8.6% | +39.5% | +34.7% |
| YTD | +93.4% | -11.9% | +105.3% | +101.6% |
| 1Y | +134.7% | -13.9% | +148.7% | +146.9% |
| 3Y | +471.8% | +18.2% | +453.6% | +419.2% |
| 5Y | +394.5% | +47.7% | +346.7% | +303.5% |
| 10Y | +867.9% | +152.5% | +715.4% | +547.5% |
| All | +867.9% | +146.8% | +721.2% | +547.5% |
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