+124.2%
GLO vs VT
+374.2%
-250.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -2.1% | +0.4% | -2.5% | -2.5% |
| 30D | -3.2% | +1.0% | -4.2% | -4.0% |
| 3M | -4.2% | +2.4% | -6.6% | -6.2% |
| 6M | +1.9% | +12.0% | -10.1% | -7.6% |
| YTD | +7.6% | +15.3% | -7.8% | -4.9% |
| 1Y | +12.6% | +22.6% | -10.0% | -5.5% |
| 3Y | +64.6% | +74.7% | -10.1% | +1.8% |
| 5Y | -20.2% | +66.1% | -86.3% | -48.4% |
| 10Y | +83.0% | +225.0% | -142.0% | -31.9% |
| All | +124.2% | +374.2% | -250.0% | -41.7% |
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 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