+833.1%
GLW vs VTV
+232.1%
+601.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -2.3% |
| 7D | +11.7% | -2.1% | +13.8% | +14.7% |
| 30D | +2.7% | -1.3% | +4.0% | +4.4% |
| 3M | -2.8% | +5.6% | -8.5% | -9.4% |
| 6M | +20.2% | +12.4% | +7.8% | +4.5% |
| YTD | +87.3% | +17.6% | +69.6% | +54.3% |
| 1Y | +119.6% | +23.5% | +96.1% | +70.4% |
| 3Y | +453.7% | +67.0% | +386.7% | +193.3% |
| 5Y | +376.1% | +80.5% | +295.5% | +129.3% |
| All | +833.1% | +232.1% | +601.0% | +128.9% |
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