+123.2%
GLW vs VTEB
+3.1%
+120.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | 0.0% | +5.6% | +5.5% |
| 7D | +3.8% | -0.8% | +4.5% | +7.8% |
| 30D | -1.3% | -1.3% | 0.0% | +5.3% |
| 3M | -21.8% | -2.1% | -19.7% | -11.7% |
| 6M | +6.9% | -1.7% | +8.6% | +18.3% |
| YTD | +77.2% | -0.6% | +77.7% | +90.6% |
| 1Y | +123.2% | +3.1% | +120.2% | +120.0% |
| All | +123.2% | +3.1% | +120.1% | +120.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 1y: compounded portfolio wealth divided by compounded VTEB 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…
1y analysis · Full analysis span regression · 6 months rolling