+462.5%
GLNG vs VT
+374.2%
+88.3%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +3.6% | +0.4% | +3.2% | +2.9% |
| 30D | +4.3% | +1.0% | +3.3% | +2.7% |
| 3M | +1.9% | +2.4% | -0.5% | -2.4% |
| 6M | +13.4% | +12.0% | +1.4% | -6.6% |
| YTD | +42.2% | +15.3% | +26.9% | +11.8% |
| 1Y | +21.5% | +22.6% | -1.1% | -13.4% |
| 3Y | +148.9% | +74.7% | +74.3% | +2.9% |
| 5Y | +399.7% | +66.1% | +333.5% | +117.2% |
| 10Y | +181.5% | +225.0% | -43.5% | -53.1% |
| All | +462.5% | +374.2% | +88.3% | -50.8% |
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 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