+22.8%
GLOB vs VT
+0.4%
+22.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.1% | +6.6% | 0.0% |
| 7D | +12.7% | -4.2% | +16.9% | +9.7% |
| 30D | +38.5% | -5.8% | +44.3% | +33.5% |
| 3M | +28.3% | -5.2% | +33.5% | +24.2% |
| 6M | +22.8% | +0.1% | +22.7% | +30.6% |
| All | +22.8% | +0.4% | +22.4% | +30.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling