+123.2%
GLW vs VYM
+21.4%
+101.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.4% | +6.1% | +6.7% |
| 7D | +3.8% | 0.0% | +3.8% | +3.7% |
| 30D | -1.3% | -0.5% | -0.8% | -0.2% |
| 3M | -21.8% | +3.0% | -24.8% | -28.0% |
| 6M | +6.9% | +8.2% | -1.3% | -13.1% |
| YTD | +77.2% | +15.8% | +61.3% | +27.1% |
| 1Y | +123.2% | +20.8% | +102.4% | +51.6% |
| All | +123.2% | +21.4% | +101.8% | +51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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