+376.1%
GLW vs VYM
+75.8%
+300.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.6% | -2.4% |
| 7D | +11.7% | -1.9% | +13.6% | +14.5% |
| 30D | +2.7% | -2.6% | +5.3% | +6.3% |
| 3M | -2.8% | +3.6% | -6.4% | -7.6% |
| 6M | +20.2% | +8.7% | +11.5% | +8.3% |
| YTD | +87.3% | +14.1% | +73.2% | +59.5% |
| 1Y | +119.6% | +17.8% | +101.8% | +80.5% |
| 3Y | +453.7% | +64.5% | +389.2% | +203.4% |
| 5Y | +376.1% | +77.5% | +298.5% | +139.8% |
| All | +376.1% | +75.8% | +300.3% | +139.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling