+326.6%
GLW vs VLTO
+57.1%
+269.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.5% | +7.0% | +7.4% |
| 7D | +1.4% | +1.5% | -0.1% | +1.4% |
| 30D | -18.2% | +20.9% | -39.2% | -18.9% |
| 3M | -24.2% | +21.4% | -45.6% | -24.9% |
| 6M | -41.7% | +37.6% | -79.3% | -44.1% |
| YTD | +38.3% | +19.5% | +18.8% | +38.6% |
| 1Y | +38.2% | +22.0% | +16.2% | +37.1% |
| 3Y | +363.4% | +70.7% | +292.7% | +316.2% |
| All | +326.6% | +57.1% | +269.5% | +287.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 10y: compounded portfolio wealth divided by compounded VLTO 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…
10y analysis · Full analysis span regression · 6 months rolling