+837.6%
GLW vs VUG
+408.5%
+429.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.4% | +7.9% | +7.9% |
| 7D | +14.0% | +0.9% | +13.2% | +13.0% |
| 30D | +0.4% | -1.4% | +1.8% | +1.7% |
| 3M | -11.3% | +2.3% | -13.7% | -12.3% |
| 6M | +35.1% | +15.7% | +19.4% | +20.3% |
| YTD | +90.5% | +8.6% | +81.9% | +80.1% |
| 1Y | +132.0% | +14.1% | +118.0% | +110.7% |
| 3Y | +463.3% | +87.9% | +375.4% | +222.3% |
| 5Y | +382.5% | +76.3% | +306.2% | +186.8% |
| 10Y | +837.6% | +409.7% | +428.0% | +69.3% |
| All | +837.6% | +408.5% | +429.1% | +69.3% |
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