+941.3%
GLW vs VCLT
+102.7%
+838.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.3% | +9.0% | +9.2% |
| 7D | -5.9% | +1.2% | -7.1% | -6.0% |
| 30D | -26.0% | +3.4% | -29.4% | -26.3% |
| 3M | -29.9% | -0.9% | -29.0% | -29.8% |
| 6M | -37.8% | -3.1% | -34.6% | -37.5% |
| YTD | +33.1% | -2.4% | +35.5% | +33.6% |
| 1Y | +36.8% | -2.7% | +39.5% | +37.4% |
| 3Y | +356.1% | +16.9% | +339.2% | +354.6% |
| 5Y | +243.8% | -17.0% | +260.8% | +230.6% |
| 10Y | +542.4% | +22.1% | +520.3% | +607.2% |
| All | +941.3% | +102.7% | +838.6% | +1,594.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling