-19.0%
GLIBA vs VT
+19.8%
-38.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.2% | +6.3% | +6.5% |
| 7D | +17.1% | -2.3% | +19.4% | +17.0% |
| 30D | +11.9% | -5.0% | +16.8% | +12.3% |
| 3M | +7.8% | -4.9% | +12.7% | +8.3% |
| 6M | -20.8% | -1.5% | -19.3% | -21.3% |
| YTD | -28.6% | +8.5% | -37.1% | -32.1% |
| 1Y | -22.4% | +11.4% | -33.8% | -27.9% |
| All | -19.0% | +19.8% | -38.8% | -28.8% |
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