+1,154.3%
GLW vs VUG
+1,157.1%
-2.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.7% | +1.6% |
| 7D | -13.9% | -3.4% | -10.5% | -10.2% |
| 30D | -35.0% | -11.1% | -23.9% | -25.3% |
| 3M | -32.4% | -7.2% | -25.1% | -25.7% |
| 6M | -41.3% | -4.1% | -37.2% | -36.9% |
| YTD | +21.8% | +1.4% | +20.5% | +24.4% |
| 1Y | +21.8% | +1.9% | +19.9% | +24.2% |
| 3Y | +307.7% | +77.7% | +229.9% | +123.2% |
| 5Y | +213.7% | +57.6% | +156.1% | +87.4% |
| 10Y | +509.3% | +398.6% | +110.7% | -12.0% |
| All | +1,154.3% | +1,157.1% | -2.7% | -45.3% |
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