+314.1%
VOO vs GLW
+844.8%
-530.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | +0.4% |
| 7D | -2.0% | +11.7% | -13.7% | -5.4% |
| 30D | -1.7% | +2.7% | -4.3% | -3.1% |
| 3M | +4.7% | -2.8% | +7.6% | +1.0% |
| 6M | +12.6% | +20.2% | -7.6% | -3.2% |
| YTD | +11.8% | +87.3% | -75.5% | -21.8% |
| 1Y | +17.5% | +119.6% | -102.1% | -23.9% |
| 3Y | +77.0% | +453.7% | -376.7% | -26.4% |
| 5Y | +82.6% | +376.1% | -293.5% | -20.1% |
| All | +314.1% | +844.8% | -530.8% | +22.6% |
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