+307.7%
GLW vs VSH
+6.8%
+300.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.7% | -3.1% | -0.2% |
| 7D | -13.9% | -12.9% | -1.0% | -7.9% |
| 30D | -35.0% | -36.9% | +1.9% | -19.1% |
| 3M | -32.4% | -28.8% | -3.6% | -20.4% |
| 6M | -41.3% | -30.3% | -11.1% | -28.7% |
| YTD | +21.8% | +62.4% | -40.5% | +8.7% |
| 1Y | +21.8% | +62.5% | -40.7% | +8.7% |
| 3Y | +307.7% | +7.4% | +300.3% | +299.5% |
| All | +307.7% | +6.8% | +300.8% | +299.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling