+3,388.7%
GLW vs VMC
+3,595.0%
-206.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +2.6% | +6.7% | +8.2% |
| 7D | -5.9% | +0.3% | -6.2% | -5.9% |
| 30D | -26.0% | +18.6% | -44.6% | -31.3% |
| 3M | -29.9% | +2.0% | -31.9% | -30.8% |
| 6M | -37.8% | +2.6% | -40.4% | -39.2% |
| YTD | +33.1% | +2.3% | +30.9% | +30.1% |
| 1Y | +36.8% | +1.7% | +35.1% | +34.2% |
| 3Y | +356.1% | +41.7% | +314.4% | +283.7% |
| 5Y | +243.8% | +46.6% | +197.2% | +181.3% |
| 10Y | +542.4% | +140.3% | +402.1% | +300.9% |
| All | +3,388.7% | +3,595.0% | -206.3% | +737.6% |
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