+1,154.3%
GLW vs VO
+797.8%
+356.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.8% |
| 7D | -13.9% | -2.6% | -11.4% | -11.1% |
| 30D | -35.0% | -0.9% | -34.0% | -34.0% |
| 3M | -32.4% | -3.0% | -29.3% | -29.4% |
| 6M | -41.3% | +2.2% | -43.6% | -41.6% |
| YTD | +21.8% | +10.6% | +11.3% | +12.3% |
| 1Y | +21.8% | +12.5% | +9.3% | +10.4% |
| 3Y | +307.7% | +61.4% | +246.3% | +149.8% |
| 5Y | +213.7% | +33.4% | +180.3% | +134.2% |
| 10Y | +509.3% | +201.5% | +307.7% | +91.9% |
| All | +1,154.3% | +797.8% | +356.5% | -0.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling