+542.4%
GLW vs VUG
+405.9%
+136.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +2.8% | +6.5% | +6.5% |
| 7D | -5.9% | +0.5% | -6.4% | -5.8% |
| 30D | -26.0% | -8.2% | -17.8% | -18.9% |
| 3M | -29.9% | -5.4% | -24.4% | -25.1% |
| 6M | -37.8% | -2.5% | -35.2% | -34.5% |
| YTD | +33.1% | +4.2% | +28.9% | +32.6% |
| 1Y | +36.8% | +5.0% | +31.8% | +35.8% |
| 3Y | +356.1% | +81.7% | +274.4% | +173.6% |
| 5Y | +243.8% | +62.5% | +181.3% | +125.3% |
| 10Y | +542.4% | +396.3% | +146.1% | +14.0% |
| All | +542.4% | +405.9% | +136.5% | +14.0% |
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