+362.7%
GLW vs VTR
+133.9%
+228.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.1% | +7.3% | +7.4% |
| 7D | +1.4% | +1.4% | +0.1% | +1.4% |
| 30D | -18.2% | +8.2% | -26.4% | -18.1% |
| 3M | -24.2% | +4.6% | -28.8% | -24.1% |
| 6M | -41.7% | +4.3% | -46.1% | -41.6% |
| YTD | +38.3% | +19.0% | +19.3% | +35.0% |
| 1Y | +38.2% | +21.6% | +16.6% | +34.1% |
| All | +362.7% | +133.9% | +228.8% | +281.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling