+4,542.6%
GLW vs VSH
+1,674.8%
+2,867.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.4% | +1.3% | +3.9% |
| 7D | +3.8% | +4.1% | -0.3% | +2.1% |
| 30D | -1.3% | -4.2% | +2.8% | +0.5% |
| 3M | -21.8% | -50.0% | +28.2% | +3.8% |
| 6M | +6.9% | +80.2% | -73.3% | -15.4% |
| YTD | +77.2% | +121.1% | -43.9% | +28.7% |
| 1Y | +123.2% | +112.0% | +11.2% | +63.7% |
| 3Y | +400.0% | +22.5% | +377.5% | +328.7% |
| 5Y | +342.8% | +64.0% | +278.8% | +232.0% |
| 10Y | +771.4% | +170.4% | +601.0% | +414.5% |
| All | +4,542.6% | +1,674.8% | +2,867.8% | +1,420.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling