+833.1%
GLW vs VSH
+179.3%
+653.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.2% | -2.7% |
| 7D | +11.7% | +3.1% | +8.6% | +10.1% |
| 30D | +2.7% | -5.7% | +8.4% | +5.8% |
| 3M | -2.8% | -42.5% | +39.6% | +27.5% |
| 6M | +20.2% | +82.7% | -62.5% | -9.7% |
| YTD | +87.3% | +118.2% | -31.0% | +29.2% |
| 1Y | +119.6% | +109.7% | +9.9% | +53.0% |
| 3Y | +453.7% | +35.3% | +418.4% | +343.7% |
| 5Y | +376.1% | +65.6% | +310.5% | +230.7% |
| All | +833.1% | +179.3% | +653.8% | +357.9% |
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