+542.4%
GLW vs VSH
+128.2%
+414.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +13.4% | -4.2% | +2.4% |
| 7D | -5.9% | +3.5% | -9.4% | -7.5% |
| 30D | -26.0% | -22.4% | -3.6% | -16.4% |
| 3M | -29.9% | -25.2% | -4.7% | -19.2% |
| 6M | -37.8% | -22.5% | -15.2% | -29.8% |
| YTD | +33.1% | +84.2% | -51.1% | -0.4% |
| 1Y | +36.8% | +87.1% | -50.2% | +1.6% |
| 3Y | +356.1% | +31.7% | +324.4% | +268.2% |
| 5Y | +243.8% | +42.6% | +201.2% | +156.2% |
| 10Y | +542.4% | +116.6% | +425.8% | +259.9% |
| All | +542.4% | +128.2% | +414.2% | +259.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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