+410.2%
GLW vs VT
+75.0%
+335.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | 0.0% | +5.7% | +5.7% |
| 7D | +3.8% | +0.4% | +3.3% | +3.0% |
| 30D | -1.3% | +1.0% | -2.3% | -2.8% |
| 3M | -21.8% | +2.4% | -24.2% | -23.4% |
| 6M | +6.9% | +12.0% | -5.1% | -6.9% |
| YTD | +77.2% | +15.3% | +61.8% | +49.6% |
| 1Y | +123.2% | +22.6% | +100.7% | +76.4% |
| All | +410.2% | +75.0% | +335.3% | +182.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 3y: compounded portfolio wealth divided by compounded VT 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…
3y analysis · Full analysis span regression · 6 months rolling