+733.7%
GLW vs VST
+1,175.7%
-442.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.5% | +2.2% | +4.6% |
| 7D | +3.8% | +8.9% | -5.1% | +1.1% |
| 30D | -1.3% | +6.2% | -7.5% | -3.1% |
| 3M | -21.8% | -2.7% | -19.1% | -20.8% |
| 6M | +6.9% | -8.4% | +15.2% | +10.1% |
| YTD | +77.2% | -7.2% | +84.4% | +80.7% |
| 1Y | +123.2% | -20.9% | +144.1% | +136.1% |
| 3Y | +400.0% | +384.0% | +16.0% | +184.4% |
| 5Y | +342.8% | +757.1% | -414.3% | +103.7% |
| All | +733.7% | +1,175.7% | -442.0% | +239.5% |
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