-79.8%
GLL vs VT
+59.7%
-139.5%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +1.7% | -8.9% | -6.2% |
| 7D | 0.0% | -0.3% | +0.3% | -0.1% |
| 30D | +3.5% | -1.4% | +5.0% | +3.0% |
| 3M | -0.3% | -1.4% | +1.1% | -0.6% |
| 6M | +20.4% | +5.5% | +15.0% | +25.2% |
| YTD | -0.4% | +12.8% | -13.2% | +7.5% |
| 1Y | -16.9% | +15.4% | -32.3% | -9.5% |
| 3Y | -76.7% | +76.9% | -153.5% | -70.3% |
| All | -79.8% | +59.7% | -139.5% | -72.7% |
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 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