+851.8%
GLW vs VYM
+209.2%
+642.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.1% |
| 7D | +7.8% | -0.8% | +8.6% | +9.0% |
| 30D | -0.4% | -2.2% | +1.8% | +2.5% |
| 3M | -5.6% | +3.1% | -8.6% | -9.5% |
| 6M | +26.7% | +9.7% | +17.0% | +12.9% |
| YTD | +91.0% | +14.9% | +76.2% | +61.1% |
| 1Y | +122.4% | +17.6% | +104.8% | +82.7% |
| 3Y | +471.0% | +65.3% | +405.7% | +202.1% |
| 5Y | +385.6% | +78.7% | +306.9% | +133.0% |
| All | +851.8% | +209.2% | +642.7% | +139.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling