+132.0%
GLW vs VUG
+14.2%
+117.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.4% | +7.9% | +8.2% |
| 7D | +14.0% | +0.9% | +13.2% | +12.0% |
| 30D | +0.4% | -1.4% | +1.8% | +2.9% |
| 3M | -11.3% | +2.3% | -13.7% | -14.2% |
| 6M | +35.1% | +15.7% | +19.4% | +8.9% |
| YTD | +90.5% | +8.6% | +81.9% | +68.2% |
| 1Y | +132.0% | +14.1% | +118.0% | +100.0% |
| All | +132.0% | +14.2% | +117.8% | +100.0% |
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 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