+1,723.7%
GLW vs VUG
+1,251.8%
+471.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.5% | +6.2% | +6.2% |
| 7D | +3.8% | -0.1% | +3.9% | +3.9% |
| 30D | -1.3% | -0.3% | -1.0% | -1.0% |
| 3M | -21.8% | -0.7% | -21.1% | -20.0% |
| 6M | +6.9% | +14.6% | -7.7% | -5.7% |
| YTD | +77.2% | +9.0% | +68.1% | +65.2% |
| 1Y | +123.2% | +14.9% | +108.4% | +97.5% |
| 3Y | +400.0% | +86.0% | +313.9% | +156.5% |
| 5Y | +342.8% | +76.7% | +266.1% | +129.4% |
| 10Y | +771.4% | +411.3% | +360.1% | +21.8% |
| All | +1,723.7% | +1,251.8% | +471.9% | -27.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling