-91.2%
GLL vs VT
+215.5%
-306.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.4% | +1.8% |
| 7D | -9.1% | -2.3% | -6.8% | -9.9% |
| 30D | +1.5% | -5.0% | +6.4% | -0.2% |
| 3M | +8.6% | -4.9% | +13.5% | +7.0% |
| 6M | +30.3% | -1.5% | +31.8% | +30.4% |
| YTD | -0.5% | +8.5% | -8.9% | +3.0% |
| 1Y | -15.3% | +11.4% | -26.6% | -11.7% |
| 3Y | -77.0% | +70.1% | -147.1% | -73.4% |
| 5Y | -79.8% | +53.7% | -133.6% | -76.7% |
| All | -91.2% | +215.5% | -306.7% | -87.5% |
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