+116.6%
GLO vs VT
+345.0%
-228.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.1% | +1.5% |
| 7D | -2.9% | -4.2% | +1.3% | +0.6% |
| 30D | -0.3% | -5.8% | +5.5% | +4.8% |
| 3M | -6.5% | -5.2% | -1.2% | -2.2% |
| 6M | -3.4% | +0.1% | -3.5% | -3.8% |
| YTD | +3.9% | +8.2% | -4.3% | -3.2% |
| 1Y | +4.1% | +10.1% | -6.0% | -4.4% |
| 3Y | +67.4% | +69.7% | -2.3% | +5.9% |
| 5Y | -23.6% | +53.4% | -77.0% | -47.2% |
| 10Y | +93.3% | +219.2% | -125.9% | -26.8% |
| All | +116.6% | +345.0% | -228.4% | -40.6% |
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 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