+331.3%
GLW vs VCLT
+14.6%
+316.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.2% | -2.5% |
| 7D | -11.1% | +0.2% | -11.3% | -11.3% |
| 30D | -28.4% | +2.3% | -30.7% | -29.9% |
| 3M | -28.8% | -1.1% | -27.7% | -28.3% |
| 6M | -39.8% | -4.2% | -35.6% | -37.6% |
| YTD | +28.7% | -3.4% | +32.1% | +32.9% |
| 1Y | +27.7% | -3.8% | +31.5% | +32.4% |
| 3Y | +331.3% | +14.7% | +316.6% | +326.1% |
| All | +331.3% | +14.6% | +316.8% | +326.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling