+212.6%
GLW vs VO
+32.6%
+180.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.8% |
| 7D | -13.9% | -2.6% | -11.4% | -11.0% |
| 30D | -35.0% | -0.9% | -34.0% | -33.9% |
| 3M | -32.4% | -3.0% | -29.3% | -29.3% |
| 6M | -41.3% | +2.2% | -43.6% | -41.5% |
| YTD | +21.8% | +10.6% | +11.3% | +13.0% |
| 1Y | +21.8% | +12.5% | +9.3% | +11.3% |
| 3Y | +307.7% | +61.4% | +246.3% | +167.8% |
| All | +212.6% | +32.6% | +180.0% | +138.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling