+196.5%
GLOF vs VT
+210.3%
-13.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.5% | +0.5% |
| 7D | -1.8% | -1.6% | -0.2% | -0.3% |
| 30D | -2.9% | -2.5% | -0.4% | -0.6% |
| 3M | -0.8% | -1.3% | +0.5% | +0.4% |
| 6M | +4.5% | +3.1% | +1.4% | +1.6% |
| YTD | +13.2% | +10.9% | +2.3% | +3.0% |
| 1Y | +14.3% | +12.1% | +2.3% | +3.0% |
| 3Y | +82.0% | +73.9% | +8.1% | +10.0% |
| 5Y | +72.4% | +58.0% | +14.4% | +13.4% |
| 10Y | +211.0% | +225.5% | -14.4% | +17.1% |
| All | +196.5% | +210.3% | -13.8% | +16.3% |
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