+481.5%
GLW vs VRT
+2,725.9%
-2,244.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.4% | +1.3% | +4.4% |
| 7D | +3.8% | +9.1% | -5.4% | +1.1% |
| 30D | -1.3% | +0.9% | -2.3% | -1.5% |
| 3M | -21.8% | -13.4% | -8.4% | -18.1% |
| 6M | +6.9% | +11.7% | -4.8% | +5.8% |
| YTD | +77.2% | +73.2% | +3.9% | +57.1% |
| 1Y | +123.2% | +123.4% | -0.2% | +86.1% |
| 3Y | +400.0% | +606.2% | -206.2% | +202.8% |
| 5Y | +342.8% | +899.9% | -557.1% | +129.8% |
| All | +481.5% | +2,725.9% | -2,244.4% | +139.5% |
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