-18.2%
GLDB vs VT
+12.9%
-31.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | -3.2% |
| 7D | +2.3% | +0.4% | +1.9% | +1.4% |
| 30D | -7.5% | -2.6% | -4.9% | -3.7% |
| 3M | -1.8% | -3.2% | +1.5% | +3.4% |
| 6M | -18.5% | +0.9% | -19.5% | -19.5% |
| YTD | -15.3% | +11.3% | -26.6% | -25.7% |
| 1Y | -13.6% | +14.0% | -27.6% | -26.5% |
| All | -18.2% | +12.9% | -31.2% | -29.7% |
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 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