+1,072.7%
GLW vs VYM
+490.3%
+582.4%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.4% | +8.0% | +8.1% |
| 7D | +14.0% | +0.1% | +13.9% | +13.7% |
| 30D | +0.4% | -1.3% | +1.6% | +1.8% |
| 3M | -11.3% | +4.1% | -15.4% | -15.7% |
| 6M | +35.1% | +9.8% | +25.3% | +21.4% |
| YTD | +90.5% | +15.3% | +75.2% | +62.1% |
| 1Y | +132.0% | +20.0% | +112.0% | +88.8% |
| 3Y | +463.3% | +66.2% | +397.1% | +210.5% |
| 5Y | +382.5% | +77.5% | +305.0% | +147.5% |
| 10Y | +837.6% | +201.7% | +635.9% | +167.6% |
| All | +1,072.7% | +490.3% | +582.4% | +55.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling