+235.9%
GLMD vs VT
+22.5%
+213.4%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-04 to 2026-09-04.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.4% | -4.5% | -9.9% |
| 7D | +687.5% | +3.8% | +683.7% | +595.2% |
| 30D | +687.5% | +3.8% | +683.7% | +595.2% |
| 3M | +648.2% | +5.7% | +642.5% | +529.1% |
| 6M | +653.1% | +10.2% | +642.9% | +494.6% |
| YTD | +473.0% | +14.6% | +458.3% | +305.3% |
| All | +235.9% | +22.5% | +213.4% | +82.7% |
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 2025-09-04 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…
2025-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling