-33.9%
GLW vs VRT
-34.6%
+0.8%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -14.0% | +1.1% | -3.9% |
| 7D | -19.7% | -28.1% | +8.4% | -1.6% |
| 30D | -38.8% | -30.2% | -8.6% | -21.3% |
| 3M | -33.9% | -36.4% | +2.5% | -10.7% |
| All | -33.9% | -34.6% | +0.8% | -10.7% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling