+163.0%
GL vs VT
+215.5%
-52.5%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.5% |
| 7D | -1.2% | -2.3% | +1.1% | +1.0% |
| 30D | -3.8% | -5.0% | +1.1% | +0.9% |
| 3M | -15.3% | -4.9% | -10.5% | -11.4% |
| 6M | +2.2% | -1.5% | +3.7% | +2.8% |
| YTD | +13.3% | +8.5% | +4.8% | +2.9% |
| 1Y | +20.2% | +11.4% | +8.8% | +6.2% |
| 3Y | +39.0% | +70.1% | -31.1% | -22.8% |
| 5Y | +72.8% | +53.7% | +19.1% | +6.5% |
| All | +163.0% | +215.5% | -52.5% | -20.6% |
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