+15.8%
GLIX vs VT
+10.2%
+5.6%
-10.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.7% | +0.3% |
| 7D | +2.3% | -4.2% | +6.5% | +3.1% |
| 30D | +11.1% | -5.8% | +16.9% | +12.3% |
| 3M | +3.5% | -5.2% | +8.8% | +4.5% |
| 6M | +4.5% | +0.1% | +4.3% | +4.1% |
| YTD | +15.2% | +8.2% | +7.0% | +12.5% |
| 1Y | +15.3% | +10.1% | +5.2% | +12.1% |
| All | +15.8% | +10.2% | +5.6% | +12.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling