+3,093.2%
GLW vs VMC
+3,502.6%
-409.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -39.1% |
| 3M | -32.4% | +0.6% | -32.9% | -32.9% |
| 6M | -41.3% | -4.0% | -37.3% | -41.2% |
| YTD | +21.8% | -0.3% | +22.2% | +20.3% |
| 1Y | +21.8% | -0.5% | +22.4% | +20.5% |
| 3Y | +307.7% | +39.6% | +268.1% | +244.9% |
| 5Y | +213.7% | +50.1% | +163.7% | +153.9% |
| 10Y | +509.3% | +163.9% | +345.3% | +264.4% |
| All | +3,093.2% | +3,502.6% | -409.4% | +674.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling