+289.8%
GLW vs VRT
+1,680.7%
-1,390.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -14.0% | +1.1% | -8.5% |
| 7D | -19.7% | -28.1% | +8.4% | -11.1% |
| 30D | -38.8% | -30.2% | -8.6% | -31.7% |
| 3M | -33.9% | -36.4% | +2.5% | -24.0% |
| 6M | -36.0% | -48.2% | +12.2% | -21.5% |
| YTD | +18.7% | +9.2% | +9.6% | +21.2% |
| 1Y | +19.8% | -7.2% | +27.0% | +26.7% |
| 3Y | +294.3% | +338.7% | -44.4% | +177.0% |
| 5Y | +205.7% | +542.8% | -337.1% | +82.0% |
| All | +289.8% | +1,680.7% | -1,390.9% | +84.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling