-41.3%
GLW vs VRT
-48.0%
+6.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.5% | -0.9% | +0.1% |
| 7D | -13.9% | -21.4% | +7.4% | +1.6% |
| 30D | -35.0% | -25.8% | -9.2% | -20.0% |
| 3M | -32.4% | -33.5% | +1.2% | -9.7% |
| 6M | -41.3% | -49.0% | +7.7% | +1.7% |
| All | -41.3% | -48.0% | +6.6% | +1.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling