+382.5%
GLW vs VTR
+91.4%
+291.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.4% | +8.0% | +7.7% |
| 7D | +14.0% | -2.4% | +16.4% | +14.6% |
| 30D | +0.4% | -3.7% | +4.1% | +1.1% |
| 3M | -11.3% | +13.5% | -24.9% | -15.3% |
| 6M | +35.1% | +7.2% | +27.9% | +31.0% |
| YTD | +90.5% | +17.6% | +73.0% | +79.7% |
| 1Y | +132.0% | +35.4% | +96.6% | +108.4% |
| 3Y | +463.3% | +132.8% | +330.5% | +310.9% |
| 5Y | +382.5% | +88.7% | +293.8% | +268.3% |
| All | +382.5% | +91.4% | +291.1% | +268.3% |
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