+542.9%
GLW vs VO
+197.5%
+345.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +2.7% | +6.5% | +5.9% |
| 7D | -5.9% | -0.1% | -5.8% | -5.2% |
| 30D | -26.0% | +0.5% | -26.5% | -26.0% |
| 3M | -29.9% | -1.0% | -28.9% | -28.4% |
| 6M | -37.8% | +6.4% | -44.2% | -40.9% |
| YTD | +33.1% | +13.6% | +19.5% | +18.6% |
| 1Y | +36.8% | +14.5% | +22.4% | +21.2% |
| 3Y | +356.1% | +67.2% | +288.9% | +164.2% |
| 5Y | +243.8% | +36.1% | +207.7% | +150.4% |
| All | +542.9% | +197.5% | +345.5% | +77.3% |
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