+410.2%
GLW vs VST
+372.0%
+38.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.5% | +2.2% | +4.7% |
| 7D | +3.8% | +8.9% | -5.1% | +1.3% |
| 30D | -1.3% | +6.2% | -7.5% | -3.0% |
| 3M | -21.8% | -2.7% | -19.1% | -20.9% |
| 6M | +6.9% | -8.4% | +15.2% | +9.7% |
| YTD | +77.2% | -7.2% | +84.4% | +80.5% |
| 1Y | +123.2% | -20.9% | +144.1% | +134.2% |
| All | +410.2% | +372.0% | +38.3% | +299.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling