-90.3%
GLNK vs VT
+41.0%
-131.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -1.8% |
| 7D | -6.5% | +2.9% | -9.4% | -14.2% |
| 30D | -22.2% | -2.5% | -19.7% | -16.5% |
| 3M | +14.6% | -3.3% | +17.9% | +26.2% |
| 6M | -3.2% | +1.5% | -4.7% | -8.4% |
| YTD | -18.4% | +11.4% | -29.8% | -41.9% |
| 1Y | -63.5% | +11.9% | -75.5% | -74.3% |
| All | -90.3% | +41.0% | -131.3% | -96.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling