+1,723.7%
GLW vs VO
+827.2%
+896.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.2% | +5.9% | +5.9% |
| 7D | +3.8% | -0.3% | +4.0% | +4.1% |
| 30D | -1.3% | -0.3% | -1.0% | -0.9% |
| 3M | -21.8% | +2.9% | -24.8% | -23.5% |
| 6M | +6.9% | +9.3% | -2.5% | -1.1% |
| YTD | +77.2% | +14.2% | +63.0% | +56.4% |
| 1Y | +123.2% | +15.3% | +108.0% | +95.7% |
| 3Y | +400.0% | +56.2% | +343.7% | +214.8% |
| 5Y | +342.8% | +42.4% | +300.4% | +205.2% |
| 10Y | +771.4% | +194.7% | +576.6% | +178.7% |
| All | +1,723.7% | +827.2% | +896.4% | +38.4% |
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