+833.1%
GLW vs VCLT
+17.0%
+816.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -2.7% |
| 7D | +11.7% | -1.3% | +13.0% | +12.3% |
| 30D | +2.7% | -1.1% | +3.8% | +3.1% |
| 3M | -2.8% | -3.7% | +0.9% | -1.3% |
| 6M | +20.2% | -4.0% | +24.2% | +22.3% |
| YTD | +87.3% | -3.4% | +90.7% | +90.2% |
| 1Y | +119.6% | -4.1% | +123.7% | +123.7% |
| 3Y | +453.7% | +11.0% | +442.7% | +438.0% |
| 5Y | +376.1% | -17.0% | +393.1% | +388.5% |
| All | +833.1% | +17.0% | +816.0% | +846.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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