+851.8%
GLW vs VNQ
+64.0%
+787.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.5% |
| 7D | +7.8% | -1.3% | +9.1% | +8.9% |
| 30D | -0.4% | -2.6% | +2.1% | +1.3% |
| 3M | -5.6% | -2.0% | -3.5% | -5.2% |
| 6M | +26.7% | +4.3% | +22.4% | +21.3% |
| YTD | +91.0% | +9.2% | +81.8% | +76.7% |
| 1Y | +122.4% | +5.6% | +116.8% | +110.7% |
| 3Y | +471.0% | +30.8% | +440.2% | +351.8% |
| 5Y | +385.6% | +8.0% | +377.7% | +342.0% |
| All | +851.8% | +64.0% | +787.8% | +515.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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