+131.3%
GLW vs VSH
+111.3%
+19.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.0% | +8.6% | +8.2% |
| 7D | +14.0% | +6.2% | +7.8% | +9.8% |
| 30D | +0.4% | -11.1% | +11.5% | +7.9% |
| 3M | -11.3% | -44.9% | +33.6% | +25.1% |
| 6M | +35.1% | +90.0% | -54.9% | -2.8% |
| YTD | +90.5% | +118.8% | -28.3% | +30.1% |
| All | +131.3% | +111.3% | +19.9% | +60.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling