+526.0%
GLW vs VTV
+230.1%
+295.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.2% | -4.5% | -4.6% |
| 7D | +7.7% | +2.9% | +4.8% | +3.9% |
| 30D | -18.8% | +3.8% | -22.6% | -22.5% |
| 3M | -27.7% | +1.6% | -29.3% | -29.0% |
| 6M | -44.4% | +11.2% | -55.6% | -51.2% |
| YTD | +31.3% | +22.0% | +9.3% | +3.5% |
| 1Y | +40.0% | +24.9% | +15.2% | +7.2% |
| 3Y | +339.2% | +78.5% | +260.8% | +113.8% |
| 5Y | +229.2% | +77.8% | +151.4% | +61.7% |
| All | +526.0% | +230.1% | +295.9% | +42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 10y: compounded portfolio wealth divided by compounded VTV 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…
10y analysis · Full analysis span regression · 6 months rolling