-98.9%
GLL vs VT
+691.4%
-790.4%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +0.7% | +0.4% | +0.2% | +0.8% |
| 30D | -8.8% | +1.0% | -9.7% | -8.5% |
| 3M | -0.5% | +2.4% | -2.9% | +0.4% |
| 6M | +26.9% | +12.0% | +14.9% | +31.2% |
| YTD | -16.4% | +15.3% | -31.7% | -12.9% |
| 1Y | -43.5% | +22.6% | -66.1% | -40.4% |
| 3Y | -81.1% | +74.7% | -155.8% | -78.6% |
| 5Y | -83.0% | +66.1% | -149.2% | -80.7% |
| 10Y | -92.1% | +225.0% | -317.1% | -89.9% |
| All | -98.9% | +691.4% | -790.4% | -98.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling