+837.6%
GLW vs VO
+192.5%
+645.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.6% | +8.1% | +8.2% |
| 7D | +14.0% | +0.6% | +13.4% | +13.1% |
| 30D | +0.4% | -1.1% | +1.4% | +1.7% |
| 3M | -11.3% | +4.5% | -15.9% | -15.2% |
| 6M | +35.1% | +11.1% | +24.0% | +22.0% |
| YTD | +90.5% | +13.5% | +77.0% | +68.3% |
| 1Y | +132.0% | +14.5% | +117.5% | +103.7% |
| 3Y | +463.3% | +58.1% | +405.2% | +244.8% |
| 5Y | +382.5% | +43.3% | +339.2% | +227.4% |
| 10Y | +837.6% | +193.2% | +644.4% | +180.1% |
| All | +837.6% | +192.5% | +645.2% | +180.1% |
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