+307.7%
GLW vs VUG
+78.4%
+229.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.7% | +1.5% |
| 7D | -13.9% | -3.4% | -10.5% | -10.0% |
| 30D | -35.0% | -11.1% | -23.9% | -25.0% |
| 3M | -32.4% | -7.2% | -25.1% | -25.3% |
| 6M | -41.3% | -4.1% | -37.2% | -36.6% |
| YTD | +21.8% | +1.4% | +20.5% | +25.1% |
| 1Y | +21.8% | +1.9% | +19.9% | +25.0% |
| 3Y | +307.7% | +77.7% | +229.9% | +201.1% |
| All | +307.7% | +78.4% | +229.3% | +201.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling