+541.7%
GLW vs VST
+929.5%
-387.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -13.8% | +8.0% | -1.5% |
| 7D | -9.5% | -15.7% | +6.2% | -4.6% |
| 30D | -25.5% | -17.0% | -8.5% | -21.1% |
| 3M | -25.6% | -15.9% | -9.7% | -21.3% |
| 6M | -25.5% | -25.0% | -0.5% | -18.2% |
| YTD | +36.4% | -25.1% | +61.5% | +48.9% |
| 1Y | +40.6% | -34.9% | +75.5% | +59.0% |
| 3Y | +352.8% | +252.7% | +100.1% | +185.3% |
| 5Y | +267.1% | +582.3% | -315.3% | +82.3% |
| 10Y | +581.8% | +1,076.6% | -494.8% | +196.1% |
| All | +541.7% | +929.5% | -387.8% | +179.7% |
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