+212.6%
GLW vs VT
+53.4%
+159.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.3% |
| 7D | -13.9% | -2.3% | -11.6% | -10.7% |
| 30D | -35.0% | -5.0% | -30.0% | -29.7% |
| 3M | -32.4% | -4.9% | -27.5% | -26.6% |
| 6M | -41.3% | -1.5% | -39.8% | -38.0% |
| YTD | +21.8% | +8.5% | +13.4% | +16.4% |
| 1Y | +21.8% | +11.4% | +10.5% | +13.5% |
| 3Y | +307.7% | +70.1% | +237.6% | +144.9% |
| All | +212.6% | +53.4% | +159.2% | +105.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling