+1,313.7%
GLW vs VTR
+1,499.7%
-186.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.0% | +7.7% | +6.2% |
| 7D | +3.8% | -1.7% | +5.4% | +4.2% |
| 30D | -1.3% | -2.4% | +1.1% | -0.8% |
| 3M | -21.8% | +14.8% | -36.6% | -25.3% |
| 6M | +6.9% | +5.3% | +1.6% | +4.4% |
| YTD | +77.2% | +18.1% | +59.1% | +68.1% |
| 1Y | +123.2% | +36.7% | +86.5% | +103.6% |
| 3Y | +400.0% | +130.1% | +269.9% | +294.3% |
| 5Y | +342.8% | +89.5% | +253.3% | +263.3% |
| 10Y | +771.4% | +87.4% | +684.0% | +559.6% |
| All | +1,313.7% | +1,499.7% | -186.0% | +588.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling