+471.0%
GLW vs VTRS
+84.5%
+386.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +1.8% |
| 7D | +7.8% | -2.2% | +10.0% | +8.4% |
| 30D | -0.4% | +3.3% | -3.7% | -1.2% |
| 3M | -5.6% | +2.0% | -7.6% | -6.6% |
| 6M | +26.7% | +19.9% | +6.8% | +19.2% |
| YTD | +91.0% | +35.7% | +55.3% | +76.1% |
| 1Y | +122.4% | +68.1% | +54.3% | +95.5% |
| 3Y | +471.0% | +87.1% | +383.9% | +338.5% |
| All | +471.0% | +84.5% | +386.5% | +338.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 3y: compounded portfolio wealth divided by compounded VTRS 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…
3y analysis · Full analysis span regression · 6 months rolling