-39.5%
GLW vs VTR
+3.1%
-42.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -1.4% |
| 7D | +15.5% | +0.7% | +14.9% | +16.1% |
| 30D | -19.6% | +6.9% | -26.5% | -14.8% |
| 3M | -28.5% | +1.3% | -29.8% | -27.3% |
| 6M | -39.5% | +2.5% | -42.0% | -36.0% |
| All | -39.5% | +3.1% | -42.6% | -36.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling