+526.0%
GLW vs VTR
+130.3%
+395.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.8% | -3.5% | -4.1% |
| 7D | +7.7% | +0.2% | +7.6% | +7.7% |
| 30D | -18.8% | +5.5% | -24.3% | -20.1% |
| 3M | -27.7% | -0.9% | -26.8% | -27.8% |
| 6M | -44.4% | -0.4% | -44.0% | -45.1% |
| YTD | +31.3% | +17.0% | +14.3% | +23.9% |
| 1Y | +40.0% | +18.0% | +22.1% | +31.7% |
| 3Y | +339.2% | +127.4% | +211.9% | +237.3% |
| 5Y | +229.2% | +92.3% | +136.9% | +161.9% |
| All | +526.0% | +130.3% | +395.6% | +323.0% |
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