+244.0%
GLW vs VRT
+688.8%
-444.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.3% |
| 7D | +15.5% | +18.6% | -3.1% | +9.7% |
| 30D | -19.6% | -11.7% | -7.9% | -16.6% |
| 3M | -28.5% | -27.3% | -1.2% | -21.2% |
| 6M | -39.5% | -42.9% | +3.4% | -28.6% |
| YTD | +37.2% | +29.5% | +7.7% | +34.4% |
| 1Y | +35.4% | +21.0% | +14.4% | +34.5% |
| 3Y | +359.7% | +403.1% | -43.4% | +234.9% |
| 5Y | +244.0% | +688.8% | -444.8% | +103.3% |
| All | +244.0% | +688.8% | -444.8% | +103.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling