+493.9%
GLW vs VST
+1,112.0%
-618.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +10.6% | -7.9% | -0.8% |
| 7D | -13.9% | -9.8% | -4.1% | -11.2% |
| 30D | -35.0% | -25.1% | -9.8% | -28.8% |
| 3M | -32.4% | -11.6% | -20.8% | -29.5% |
| 6M | -41.3% | -20.9% | -20.4% | -36.6% |
| YTD | +21.8% | -22.3% | +44.2% | +31.6% |
| 1Y | +21.8% | -32.0% | +53.9% | +36.1% |
| 3Y | +307.7% | +262.4% | +45.3% | +153.8% |
| 5Y | +213.7% | +563.4% | -349.7% | +56.3% |
| All | +493.9% | +1,112.0% | -618.2% | +154.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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