+562.0%
GLW vs VCLT
+21.9%
+540.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.2% | +7.2% | +7.3% |
| 7D | +1.4% | -0.6% | +2.0% | +1.7% |
| 30D | -18.2% | +2.8% | -21.0% | -19.1% |
| 3M | -24.2% | -0.4% | -23.8% | -24.2% |
| 6M | -41.7% | -3.1% | -38.6% | -41.0% |
| YTD | +38.3% | -2.7% | +41.0% | +40.0% |
| 1Y | +38.2% | -3.7% | +41.9% | +40.5% |
| 3Y | +363.4% | +15.6% | +347.8% | +344.5% |
| 5Y | +254.6% | -15.8% | +270.3% | +262.1% |
| 10Y | +562.0% | +23.0% | +538.9% | +572.1% |
| All | +562.0% | +21.9% | +540.1% | +572.1% |
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