+254.6%
GLW vs VTR
+94.8%
+159.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.1% | +7.3% | +7.4% |
| 7D | +1.4% | +1.4% | +0.1% | +1.2% |
| 30D | -18.2% | +8.2% | -26.4% | -19.7% |
| 3M | -24.2% | +4.6% | -28.8% | -25.1% |
| 6M | -41.7% | +4.3% | -46.1% | -42.9% |
| YTD | +38.3% | +19.0% | +19.3% | +29.9% |
| 1Y | +38.2% | +21.6% | +16.6% | +28.7% |
| 3Y | +363.4% | +132.2% | +231.2% | +237.5% |
| 5Y | +254.6% | +94.4% | +160.2% | +175.8% |
| All | +254.6% | +94.8% | +159.8% | +175.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling