-12.8%
GLBS vs VT
+53.2%
-66.0%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -4.1% | -5.0% | -5.6% |
| 7D | -11.6% | -4.2% | -7.4% | -8.3% |
| 30D | -22.5% | -5.8% | -16.7% | -18.4% |
| 3M | -14.9% | -5.2% | -9.6% | -10.9% |
| 6M | +17.8% | +0.1% | +17.6% | +18.0% |
| YTD | +44.0% | +8.2% | +35.8% | +35.4% |
| 1Y | +111.8% | +10.1% | +101.6% | +96.4% |
| 3Y | +48.2% | +69.7% | -21.4% | -8.6% |
| 5Y | -12.8% | +53.4% | -66.2% | -38.4% |
| All | -12.8% | +53.2% | -66.0% | -38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling