+232.7%
GLW vs VRT
+650.8%
-418.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.6% | -0.7% | -3.2% |
| 7D | +7.7% | +10.5% | -2.8% | +4.6% |
| 30D | -18.8% | -9.3% | -9.5% | -16.4% |
| 3M | -27.7% | -29.6% | +1.9% | -19.6% |
| 6M | -44.4% | -45.4% | +0.9% | -33.5% |
| YTD | +31.3% | +24.8% | +6.5% | +30.2% |
| 1Y | +40.0% | +23.6% | +16.4% | +39.0% |
| 3Y | +339.2% | +379.7% | -40.4% | +224.4% |
| All | +232.7% | +650.8% | -418.0% | +99.6% |
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 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