+867.9%
GLW vs VTR
+87.8%
+780.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.1% | +1.6% |
| 7D | +16.9% | -2.9% | +19.8% | +17.7% |
| 30D | +7.0% | -2.8% | +9.8% | +7.6% |
| 3M | -3.0% | +9.0% | -12.0% | -6.0% |
| 6M | +31.0% | +5.0% | +26.0% | +27.7% |
| YTD | +93.4% | +16.9% | +76.5% | +83.1% |
| 1Y | +134.7% | +34.3% | +100.4% | +113.1% |
| 3Y | +471.8% | +131.6% | +340.2% | +337.9% |
| 5Y | +394.5% | +88.0% | +306.5% | +296.9% |
| 10Y | +867.9% | +97.8% | +770.2% | +574.0% |
| All | +867.9% | +87.8% | +780.1% | +574.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 10y: compounded portfolio wealth divided by compounded VTR 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…
10y analysis · Full analysis span regression · 6 months rolling