+337.0%
GLW vs VRT
+1,919.9%
-1,582.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +9.6% | -0.4% | +6.2% |
| 7D | -5.9% | -10.6% | +4.7% | -2.5% |
| 30D | -26.0% | -17.4% | -8.6% | -21.6% |
| 3M | -29.9% | -26.4% | -3.5% | -22.9% |
| 6M | -37.8% | -41.0% | +3.2% | -26.7% |
| YTD | +33.1% | +23.8% | +9.3% | +30.7% |
| 1Y | +36.8% | +11.6% | +25.2% | +37.4% |
| 3Y | +356.1% | +403.5% | -47.4% | +207.4% |
| 5Y | +243.8% | +647.0% | -403.2% | +95.4% |
| All | +337.0% | +1,919.9% | -1,582.9% | +99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VRT.
Daily Out/Under-Performance
Portfolio return minus VRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRT 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 VRT 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