+545.1%
GLW vs VT
+345.0%
+200.1%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -4.1% | -8.8% | -8.3% |
| 7D | -19.7% | -4.2% | -15.6% | -15.4% |
| 30D | -38.8% | -5.8% | -33.0% | -34.0% |
| 3M | -33.9% | -5.2% | -28.6% | -29.0% |
| 6M | -36.0% | +0.1% | -36.1% | -34.0% |
| YTD | +18.7% | +8.2% | +10.5% | +13.7% |
| 1Y | +19.8% | +10.1% | +9.7% | +12.9% |
| 3Y | +294.3% | +69.7% | +224.6% | +134.4% |
| 5Y | +205.7% | +53.4% | +152.3% | +102.7% |
| 10Y | +493.8% | +219.2% | +274.5% | +91.3% |
| All | +545.1% | +345.0% | +200.1% | +46.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling