+63.5%
GLBE vs VT
+73.0%
-9.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +2.2% |
| 7D | -2.9% | +2.4% | -5.3% | -7.7% |
| 30D | +8.7% | -1.5% | +10.2% | +11.8% |
| 3M | -1.1% | -4.1% | +3.0% | +7.4% |
| 6M | +51.4% | +0.6% | +50.9% | +46.9% |
| YTD | +6.1% | +11.0% | -4.9% | -18.5% |
| 1Y | +17.0% | +13.3% | +3.7% | -14.4% |
| 3Y | +13.8% | +73.4% | -59.6% | -70.0% |
| 5Y | -24.1% | +57.4% | -81.6% | -70.5% |
| All | +63.5% | +73.0% | -9.4% | -43.9% |
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