+382.5%
GLW vs VCLT
-15.1%
+397.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | 0.0% | +7.6% | +7.6% |
| 7D | +14.0% | +0.3% | +13.7% | +13.8% |
| 30D | +0.4% | -0.6% | +0.9% | +0.6% |
| 3M | -11.3% | -2.2% | -9.1% | -10.2% |
| 6M | +35.1% | -2.9% | +38.0% | +37.6% |
| YTD | +90.5% | -2.1% | +92.6% | +93.3% |
| 1Y | +132.0% | -2.6% | +134.6% | +136.1% |
| 3Y | +463.3% | +12.5% | +450.8% | +438.0% |
| 5Y | +382.5% | -15.3% | +397.8% | +346.2% |
| All | +382.5% | -15.1% | +397.6% | +346.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling