+676.0%
GL vs VT
+371.8%
+304.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.5% |
| 7D | -0.9% | +1.0% | -2.0% | -2.0% |
| 30D | -7.2% | -0.2% | -6.9% | -7.0% |
| 3M | +8.8% | +4.5% | +4.3% | +3.3% |
| 6M | +20.5% | +14.1% | +6.5% | +3.6% |
| YTD | +22.8% | +14.8% | +8.0% | +4.5% |
| 1Y | +22.6% | +21.2% | +1.4% | -2.0% |
| 3Y | +60.4% | +76.6% | -16.1% | -16.9% |
| 5Y | +91.6% | +66.6% | +25.0% | +3.9% |
| 10Y | +185.9% | +222.3% | -36.4% | -25.0% |
| All | +676.0% | +371.8% | +304.2% | +16.2% |
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