-17.5%
GLDB vs VT
+12.5%
-30.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.1% |
| 7D | -0.6% | -0.1% | -0.5% | -0.7% |
| 30D | -10.0% | -3.1% | -7.0% | -5.7% |
| 3M | -5.2% | -3.5% | -1.7% | +0.2% |
| 6M | -20.8% | +0.5% | -21.2% | -21.1% |
| YTD | -17.6% | +10.8% | -28.4% | -26.6% |
| 1Y | -17.5% | +11.9% | -29.4% | -27.0% |
| All | -17.5% | +12.5% | -30.0% | -27.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling