+554.2%
GLW vs VO
+197.6%
+356.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | +0.3% |
| 7D | +15.5% | +2.9% | +12.6% | +11.9% |
| 30D | -19.6% | +1.0% | -20.6% | -19.9% |
| 3M | -28.5% | -1.7% | -26.8% | -26.3% |
| 6M | -39.5% | +6.7% | -46.2% | -42.7% |
| YTD | +37.2% | +14.0% | +23.2% | +21.8% |
| 1Y | +35.4% | +13.7% | +21.7% | +20.9% |
| 3Y | +359.7% | +65.8% | +293.9% | +168.9% |
| 5Y | +244.0% | +36.6% | +207.4% | +149.6% |
| All | +554.2% | +197.6% | +356.6% | +80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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