+620.7%
GL vs VT
+356.1%
+264.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +0.8% | -1.6% | +2.4% | +2.5% |
| 30D | -4.3% | -2.5% | -1.8% | -1.8% |
| 3M | -13.9% | -1.3% | -12.6% | -12.9% |
| 6M | +4.0% | +3.1% | +0.9% | -0.3% |
| YTD | +14.0% | +10.9% | +3.1% | +0.4% |
| 1Y | +22.1% | +12.1% | +10.0% | +6.2% |
| 3Y | +38.5% | +73.9% | -35.4% | -27.1% |
| 5Y | +78.4% | +58.0% | +20.4% | +2.3% |
| 10Y | +169.2% | +225.5% | -56.2% | -30.4% |
| All | +620.7% | +356.1% | +264.6% | +11.7% |
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