+394.5%
GLW vs VSXY
+19.3%
+375.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.5% | +5.0% | +2.1% |
| 7D | +16.9% | -10.7% | +27.6% | +19.0% |
| 30D | +7.0% | -24.3% | +31.2% | +11.9% |
| 3M | -3.0% | +1.0% | -4.0% | -3.8% |
| 6M | +31.0% | +57.4% | -26.4% | +18.6% |
| YTD | +93.4% | +39.8% | +53.6% | +77.4% |
| 1Y | +134.7% | +196.5% | -61.7% | +88.6% |
| 3Y | +471.8% | +357.2% | +114.6% | +290.2% |
| 5Y | +394.5% | +18.9% | +375.6% | +333.6% |
| All | +394.5% | +19.3% | +375.2% | +333.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 5y: compounded portfolio wealth divided by compounded VSXY 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…
5y analysis · Full analysis span regression · 6 months rolling