+306.8%
GLOB vs VT
+224.9%
+81.9%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | 0.0% | -4.2% | -4.3% |
| 7D | +6.5% | -1.6% | +8.1% | +8.7% |
| 30D | +30.4% | -2.5% | +32.9% | +34.5% |
| 3M | +23.2% | -1.3% | +24.5% | +24.8% |
| 6M | +12.7% | +3.1% | +9.6% | +5.3% |
| YTD | -30.0% | +10.9% | -40.9% | -41.2% |
| 1Y | -24.7% | +12.1% | -36.7% | -37.6% |
| 3Y | -75.3% | +73.9% | -149.2% | -88.9% |
| 5Y | -86.1% | +58.0% | -144.0% | -92.4% |
| 10Y | +9.2% | +225.5% | -216.2% | -73.5% |
| All | +306.8% | +224.9% | +81.9% | +4.5% |
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