+212.6%
GLW vs VRT
+561.8%
-349.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.5% | -0.9% | +1.5% |
| 7D | -13.9% | -21.4% | +7.4% | -7.3% |
| 30D | -35.0% | -25.8% | -9.2% | -28.9% |
| 3M | -32.4% | -33.5% | +1.2% | -23.4% |
| 6M | -41.3% | -49.0% | +7.7% | -28.2% |
| YTD | +21.8% | +12.9% | +8.9% | +24.5% |
| 1Y | +21.8% | 0.0% | +21.8% | +27.5% |
| 3Y | +307.7% | +361.8% | -54.1% | +207.0% |
| All | +212.6% | +561.8% | -349.1% | +94.4% |
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