+458.8%
GLW vs VST
+866.2%
-407.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -6.2% | -6.8% | -11.0% |
| 7D | -19.7% | -19.9% | +0.2% | -13.9% |
| 30D | -38.8% | -29.7% | -9.1% | -31.6% |
| 3M | -33.9% | -19.6% | -14.3% | -28.9% |
| 6M | -36.0% | -29.4% | -6.6% | -28.2% |
| YTD | +18.7% | -29.7% | +48.5% | +32.6% |
| 1Y | +19.8% | -40.0% | +59.8% | +39.2% |
| 3Y | +294.3% | +231.0% | +63.3% | +154.1% |
| 5Y | +205.7% | +500.1% | -294.3% | +58.6% |
| 10Y | +493.8% | +1,004.2% | -510.4% | +163.6% |
| All | +458.8% | +866.2% | -407.3% | +149.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling