+310.7%
VOO vs GLW
+526.2%
-215.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.3% | +3.9% | +0.9% |
| 7D | +2.6% | +7.7% | -5.2% | +0.1% |
| 30D | -2.0% | -18.8% | +16.9% | +3.5% |
| 3M | -2.8% | -27.7% | +25.0% | +4.8% |
| 6M | +2.2% | -44.4% | +46.6% | +14.5% |
| YTD | +11.5% | +31.3% | -19.8% | -14.6% |
| 1Y | +13.5% | +40.0% | -26.6% | -15.8% |
| 3Y | +78.1% | +339.2% | -261.2% | -23.4% |
| 5Y | +73.1% | +229.2% | -156.0% | -16.4% |
| All | +310.7% | +526.2% | -215.6% | +42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GLW.
Daily Out/Under-Performance
Portfolio return minus GLW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLW 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 GLW 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