-83.7%
GLL vs VT
+66.2%
-149.9%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +0.7% | +0.4% | +0.2% | +1.0% |
| 30D | -8.8% | +1.0% | -9.7% | -8.1% |
| 3M | -0.5% | +2.4% | -2.9% | +1.6% |
| 6M | +26.9% | +12.0% | +14.9% | +36.1% |
| YTD | -16.4% | +15.3% | -31.7% | -9.1% |
| 1Y | -43.5% | +22.6% | -66.1% | -37.2% |
| 3Y | -81.1% | +74.7% | -155.8% | -76.2% |
| All | -83.7% | +66.2% | -149.9% | -77.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling