+186.5%
GLAD vs VT
+224.5%
-37.9%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +1.0% | +0.4% | +0.6% | +0.6% |
| 30D | +6.2% | +1.0% | +5.2% | +5.2% |
| 3M | +5.3% | +2.4% | +2.9% | +2.7% |
| 6M | +13.4% | +12.0% | +1.4% | +1.7% |
| YTD | +3.7% | +15.3% | -11.6% | -9.6% |
| 1Y | -15.4% | +22.6% | -38.0% | -30.5% |
| 3Y | +30.1% | +74.7% | -44.6% | -23.9% |
| 5Y | +34.9% | +66.1% | -31.3% | -18.0% |
| All | +186.5% | +224.5% | -37.9% | +0.8% |
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