+134.7%
GLW vs VCLT
-2.6%
+137.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.9% |
| 7D | +16.9% | 0.0% | +16.9% | +16.9% |
| 30D | +7.0% | +0.1% | +6.9% | +6.4% |
| 3M | -3.0% | -2.9% | -0.1% | +3.6% |
| 6M | +31.0% | -4.0% | +34.9% | +41.3% |
| YTD | +93.4% | -2.2% | +95.7% | +103.5% |
| 1Y | +134.7% | -2.6% | +137.3% | +148.3% |
| All | +134.7% | -2.6% | +137.4% | +148.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling