+382.5%
GLW vs VMC
+52.4%
+330.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.6% | +9.2% | +8.3% |
| 7D | +14.0% | -0.5% | +14.6% | +14.2% |
| 30D | +0.4% | -9.1% | +9.5% | +4.6% |
| 3M | -11.3% | -4.1% | -7.2% | -10.7% |
| 6M | +35.1% | -5.5% | +40.6% | +37.1% |
| YTD | +90.5% | -8.9% | +99.5% | +96.1% |
| 1Y | +132.0% | -12.9% | +145.0% | +143.7% |
| 3Y | +463.3% | +22.1% | +441.2% | +391.2% |
| 5Y | +382.5% | +52.7% | +329.8% | +266.0% |
| All | +382.5% | +52.4% | +330.1% | +266.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling