+446.4%
GLW vs VLTO
+27.2%
+419.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.6% | +7.3% | +5.9% |
| 7D | +3.8% | -2.3% | +6.0% | +4.0% |
| 30D | -1.3% | -0.9% | -0.5% | -1.3% |
| 3M | -21.8% | +13.8% | -35.6% | -24.7% |
| 6M | +6.9% | +2.0% | +4.9% | +6.6% |
| YTD | +77.2% | -3.2% | +80.3% | +79.4% |
| 1Y | +123.2% | -9.2% | +132.4% | +131.3% |
| All | +446.4% | +27.2% | +419.2% | +401.1% |
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