+27.7%
GLW vs VRT
+3.4%
+24.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.1% | -0.2% | -1.2% |
| 7D | -11.1% | -17.7% | +6.6% | +0.8% |
| 30D | -28.4% | -20.0% | -8.4% | -18.0% |
| 3M | -28.8% | -28.1% | -0.7% | -12.3% |
| 6M | -39.8% | -42.8% | +3.0% | -13.3% |
| YTD | +28.7% | +20.0% | +8.8% | +28.3% |
| 1Y | +27.7% | +3.5% | +24.2% | +36.6% |
| All | +27.7% | +3.4% | +24.3% | +36.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling