+310.6%
GLW vs VLTO
+56.1%
+254.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.8% | +8.4% | +9.2% |
| 7D | -5.9% | +2.0% | -7.9% | -5.9% |
| 30D | -26.0% | +21.8% | -47.8% | -26.7% |
| 3M | -29.9% | +20.2% | -50.1% | -30.5% |
| 6M | -37.8% | +36.3% | -74.1% | -40.3% |
| YTD | +33.1% | +18.8% | +14.3% | +33.4% |
| 1Y | +36.8% | +20.4% | +16.4% | +36.2% |
| 3Y | +356.1% | +71.9% | +284.2% | +308.4% |
| All | +310.6% | +56.1% | +254.5% | +272.6% |
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