+40.0%
GLW vs VUG
+3.5%
+36.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.9% | -3.4% | -2.4% |
| 7D | +7.7% | +2.5% | +5.2% | +3.0% |
| 30D | -18.8% | -6.3% | -12.6% | -6.4% |
| 3M | -27.7% | -6.0% | -21.7% | -16.6% |
| 6M | -44.4% | -3.5% | -40.9% | -38.5% |
| YTD | +31.3% | +3.9% | +27.4% | +28.5% |
| 1Y | +40.0% | +5.1% | +34.9% | +34.8% |
| All | +40.0% | +3.5% | +36.6% | +34.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling