+973.2%
GLW vs VCLT
+99.5%
+873.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.6% |
| 7D | +15.5% | -1.9% | +17.4% | +15.8% |
| 30D | -19.6% | +1.4% | -21.0% | -19.7% |
| 3M | -28.5% | -1.8% | -26.7% | -28.4% |
| 6M | -39.5% | -3.9% | -35.6% | -39.2% |
| YTD | +37.2% | -3.9% | +41.1% | +37.9% |
| 1Y | +35.4% | -4.7% | +40.1% | +36.3% |
| 3Y | +359.7% | +14.1% | +345.6% | +359.1% |
| 5Y | +244.0% | -16.6% | +260.6% | +232.3% |
| 10Y | +556.7% | +21.4% | +535.3% | +628.6% |
| All | +973.2% | +99.5% | +873.8% | +1,649.5% |
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