+432.2%
GALT vs VT
+215.5%
+216.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.2% | +4.8% | +4.8% |
| 7D | -5.4% | -2.3% | -3.1% | -2.3% |
| 30D | -13.3% | -5.0% | -8.3% | -7.5% |
| 3M | -2.5% | -4.9% | +2.4% | +4.1% |
| 6M | +39.6% | -1.5% | +41.1% | +42.6% |
| YTD | -24.5% | +8.5% | -33.0% | -30.6% |
| 1Y | -43.7% | +11.4% | -55.1% | -50.2% |
| 3Y | +54.7% | +70.1% | -15.4% | -18.8% |
| 5Y | -1.9% | +53.7% | -55.6% | -41.4% |
| All | +432.2% | +215.5% | +216.7% | +50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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