-99.9%
GLBS vs VT
+220.7%
-320.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.5% | +6.2% | +6.4% |
| 7D | -2.5% | -0.1% | -2.3% | -2.2% |
| 30D | -17.9% | -3.1% | -14.9% | -14.4% |
| 3M | -18.9% | -3.5% | -15.4% | -15.1% |
| 6M | +26.7% | +0.5% | +26.3% | +26.2% |
| YTD | +57.1% | +10.8% | +46.4% | +36.7% |
| 1Y | +131.1% | +11.9% | +119.2% | +98.4% |
| 3Y | +80.9% | +73.0% | +7.9% | -20.0% |
| 5Y | -4.2% | +58.6% | -62.8% | -52.0% |
| All | -99.9% | +220.7% | -320.6% | -99.7% |
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 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