+27.7%
GLW vs VST
-32.3%
+60.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.0% | -1.2% | -2.0% |
| 7D | -11.1% | -6.0% | -5.1% | -8.0% |
| 30D | -28.4% | -18.8% | -9.7% | -19.1% |
| 3M | -28.8% | -8.0% | -20.8% | -25.1% |
| 6M | -39.8% | -10.9% | -28.9% | -34.7% |
| YTD | +28.7% | -18.3% | +47.1% | +42.3% |
| 1Y | +27.7% | -29.9% | +57.6% | +51.3% |
| All | +27.7% | -32.3% | +60.0% | +51.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling