-30.6%
GLIN vs VT
+473.5%
-504.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +0.2% | +0.4% | -0.2% | -0.2% |
| 30D | +0.5% | +1.0% | -0.4% | -0.4% |
| 3M | +1.9% | +2.4% | -0.4% | -0.4% |
| 6M | +3.2% | +12.0% | -8.8% | -7.3% |
| YTD | -0.2% | +15.3% | -15.5% | -12.8% |
| 1Y | +3.9% | +22.6% | -18.7% | -14.6% |
| 3Y | +27.3% | +74.7% | -47.4% | -27.0% |
| 5Y | +13.2% | +66.1% | -53.0% | -32.8% |
| 10Y | +10.0% | +225.0% | -215.0% | -68.9% |
| All | -30.6% | +473.5% | -504.1% | -89.0% |
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 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