+559.4%
GLW vs VUG
+404.1%
+155.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.7% | +5.8% | +5.8% |
| 7D | +1.4% | -1.1% | +2.5% | +3.2% |
| 30D | -18.2% | -7.0% | -11.2% | -11.4% |
| 3M | -24.2% | -3.7% | -20.5% | -20.4% |
| 6M | -41.7% | -1.6% | -40.1% | -39.2% |
| YTD | +38.3% | +5.1% | +33.2% | +36.7% |
| 1Y | +38.2% | +3.8% | +34.4% | +38.6% |
| 3Y | +363.4% | +79.9% | +283.5% | +180.7% |
| 5Y | +254.6% | +66.4% | +188.2% | +126.9% |
| All | +559.4% | +404.1% | +155.3% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 10y: compounded portfolio wealth divided by compounded VUG 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…
10y analysis · Full analysis span regression · 6 months rolling