-99.4%
GLMD vs VT
+222.4%
-321.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-04 to 2026-09-04.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.4% | -4.5% | -4.8% |
| 7D | +687.5% | +3.8% | +683.7% | +675.1% |
| 30D | +687.5% | +3.8% | +683.7% | +675.1% |
| 3M | +648.2% | +5.7% | +642.5% | +620.6% |
| 6M | +653.1% | +10.2% | +642.9% | +593.2% |
| YTD | +473.0% | +14.6% | +458.3% | +407.9% |
| 1Y | +201.8% | +23.1% | +178.7% | +150.1% |
| 3Y | -55.4% | +79.3% | -134.7% | -74.3% |
| 5Y | -99.2% | +71.9% | -171.0% | -99.5% |
| All | -99.4% | +222.4% | -321.8% | -99.8% |
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 2016-09-04 to 2026-09-04: 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…
2016-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling