+266.2%
GLW vs VLTO
+54.1%
+212.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -0.4% | -12.5% | -12.9% |
| 7D | -19.7% | +12.0% | -31.7% | -20.1% |
| 30D | -38.8% | +20.8% | -59.6% | -39.4% |
| 3M | -33.9% | +20.1% | -54.0% | -34.5% |
| 6M | -36.0% | +32.6% | -68.6% | -38.3% |
| YTD | +18.7% | +17.3% | +1.4% | +19.1% |
| 1Y | +19.8% | +17.3% | +2.5% | +19.9% |
| 3Y | +294.3% | +66.9% | +227.4% | +254.8% |
| All | +266.2% | +54.1% | +212.1% | +232.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling