+554.2%
GLW vs VSH
+124.9%
+429.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.6% | +3.8% | +1.6% |
| 7D | +15.5% | +26.2% | -10.7% | +2.4% |
| 30D | -19.6% | -12.5% | -7.1% | -14.6% |
| 3M | -28.5% | -16.9% | -11.6% | -22.0% |
| 6M | -39.5% | -17.0% | -22.5% | -34.2% |
| YTD | +37.2% | +93.8% | -56.6% | -0.1% |
| 1Y | +35.4% | +99.3% | -63.9% | -2.7% |
| 3Y | +359.7% | +35.0% | +324.7% | +266.2% |
| 5Y | +244.0% | +45.8% | +198.2% | +153.4% |
| All | +554.2% | +124.9% | +429.3% | +258.0% |
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