+307.7%
GLW vs VLTO
+69.5%
+238.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.6% |
| 7D | -13.9% | +5.4% | -19.3% | -14.0% |
| 30D | -35.0% | +22.3% | -57.3% | -35.3% |
| 3M | -32.4% | +19.6% | -52.0% | -32.6% |
| 6M | -41.3% | +35.2% | -76.5% | -43.3% |
| YTD | +21.8% | +17.9% | +4.0% | +23.1% |
| 1Y | +21.8% | +19.5% | +2.3% | +22.1% |
| 3Y | +307.7% | +73.9% | +233.8% | +270.6% |
| All | +307.7% | +69.5% | +238.2% | +270.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling