+216.4%
GLOF vs VT
+231.8%
-15.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +0.1% |
| 7D | -0.3% | -0.3% | 0.0% | 0.0% |
| 30D | -1.9% | -1.4% | -0.5% | -0.5% |
| 3M | -0.7% | -1.4% | +0.7% | +0.6% |
| 6M | +7.0% | +5.5% | +1.5% | +1.6% |
| YTD | +15.1% | +12.8% | +2.3% | +2.5% |
| 1Y | +17.6% | +15.4% | +2.2% | +2.4% |
| 3Y | +85.2% | +76.9% | +8.3% | +6.9% |
| 5Y | +74.4% | +60.4% | +14.0% | +10.4% |
| 10Y | +216.4% | +232.8% | -16.4% | +8.7% |
| All | +216.4% | +231.8% | -15.5% | +8.7% |
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 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