-91.3%
GLL vs VT
+214.8%
-306.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.1% | +2.3% | -3.2% |
| 7D | -4.3% | -4.2% | -0.2% | -5.7% |
| 30D | +3.1% | -5.8% | +8.9% | +1.2% |
| 3M | +6.8% | -5.2% | +12.0% | +5.1% |
| 6M | +20.4% | +0.1% | +20.3% | +21.2% |
| YTD | -2.1% | +8.2% | -10.3% | +1.2% |
| 1Y | -16.4% | +10.1% | -26.5% | -13.1% |
| 3Y | -77.1% | +69.7% | -146.7% | -73.5% |
| 5Y | -80.2% | +53.4% | -133.5% | -77.1% |
| All | -91.3% | +214.8% | -306.1% | -87.7% |
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