+1,003.7%
GLW vs VTR
+1,512.0%
-508.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.1% | +7.3% | +7.4% |
| 7D | +1.4% | +1.4% | +0.1% | +1.1% |
| 30D | -18.2% | +8.2% | -26.4% | -20.0% |
| 3M | -24.2% | +4.6% | -28.8% | -25.3% |
| 6M | -41.7% | +4.3% | -46.1% | -43.1% |
| YTD | +38.3% | +19.0% | +19.3% | +30.6% |
| 1Y | +38.2% | +21.6% | +16.6% | +29.6% |
| 3Y | +363.4% | +132.2% | +231.2% | +264.1% |
| 5Y | +254.6% | +94.4% | +160.2% | +188.5% |
| 10Y | +562.0% | +133.5% | +428.5% | +374.1% |
| All | +1,003.7% | +1,512.0% | -508.4% | +434.6% |
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