+3,093.2%
GLW vs VSH
+1,203.4%
+1,889.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.7% | -3.1% | +0.3% |
| 7D | -13.9% | -12.9% | -1.0% | -8.8% |
| 30D | -35.0% | -36.9% | +1.9% | -21.7% |
| 3M | -32.4% | -28.8% | -3.6% | -22.3% |
| 6M | -41.3% | -30.3% | -11.1% | -32.4% |
| YTD | +21.8% | +62.4% | -40.5% | +0.2% |
| 1Y | +21.8% | +62.5% | -40.7% | +0.2% |
| 3Y | +307.7% | +7.4% | +300.3% | +269.3% |
| 5Y | +213.7% | +25.4% | +188.3% | +162.1% |
| 10Y | +509.3% | +102.6% | +406.6% | +304.6% |
| All | +3,093.2% | +1,203.4% | +1,889.8% | +1,084.7% |
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