+478.1%
GLW vs VTR
+131.3%
+346.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.1% | +1.5% |
| 7D | +16.9% | -2.9% | +19.8% | +17.0% |
| 30D | +7.0% | -2.8% | +9.8% | +7.1% |
| 3M | -3.0% | +9.0% | -12.0% | -4.7% |
| 6M | +31.0% | +5.0% | +26.0% | +29.9% |
| YTD | +93.4% | +16.9% | +76.5% | +87.7% |
| 1Y | +134.7% | +34.3% | +100.4% | +120.6% |
| All | +478.1% | +131.3% | +346.8% | +376.1% |
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