+212.6%
GLW vs VMC
+42.5%
+170.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +3.0% |
| 7D | -13.9% | +0.5% | -14.5% | -14.1% |
| 30D | -35.0% | +15.8% | -50.8% | -39.4% |
| 3M | -32.4% | +0.6% | -32.9% | -32.8% |
| 6M | -41.3% | -4.0% | -37.3% | -41.0% |
| YTD | +21.8% | -0.3% | +22.2% | +20.1% |
| 1Y | +21.8% | -0.5% | +22.4% | +20.4% |
| 3Y | +307.7% | +39.6% | +268.1% | +232.1% |
| All | +212.6% | +42.5% | +170.2% | +142.5% |
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 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