-23.9%
GLDG vs VT
+381.7%
-405.7%
-82.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -0.9% | +0.4% | -1.4% | -1.2% |
| 30D | +14.9% | +1.0% | +13.9% | +14.2% |
| 3M | -1.8% | +2.4% | -4.2% | -2.7% |
| 6M | -33.7% | +12.0% | -45.7% | -37.7% |
| YTD | -13.6% | +15.3% | -28.9% | -19.9% |
| 1Y | +1.9% | +22.6% | -20.7% | -8.7% |
| 3Y | +27.1% | +74.7% | -47.6% | -8.7% |
| 5Y | -20.0% | +66.1% | -86.1% | -41.3% |
| 10Y | -47.6% | +225.0% | -272.6% | -71.8% |
| All | -23.9% | +381.7% | -405.7% | -63.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling