+84.6%
GALT vs VT
+345.0%
-260.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -4.1% | -9.8% | -11.4% |
| 7D | -15.1% | -4.2% | -10.9% | -12.6% |
| 30D | -20.5% | -5.8% | -14.7% | -17.3% |
| 3M | -3.2% | -5.2% | +2.0% | +0.4% |
| 6M | +34.1% | +0.1% | +34.0% | +34.5% |
| YTD | -28.1% | +8.2% | -36.4% | -30.8% |
| 1Y | -46.9% | +10.1% | -57.0% | -49.6% |
| 3Y | +48.8% | +69.7% | -20.9% | +9.8% |
| 5Y | -6.6% | +53.4% | -59.9% | -26.8% |
| 10Y | +390.2% | +219.2% | +170.9% | +190.9% |
| All | +84.6% | +345.0% | -260.4% | +72.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling