-66.2%
GLOO vs VT
+12.5%
-78.8%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -4.1% | -2.8% | -3.3% |
| 7D | -9.4% | -4.2% | -5.2% | -5.9% |
| 30D | -32.3% | -5.8% | -26.5% | -28.7% |
| 3M | -19.6% | -5.2% | -14.4% | -15.7% |
| 6M | -60.5% | +0.1% | -60.7% | -59.9% |
| YTD | -52.5% | +8.2% | -60.8% | -47.8% |
| All | -66.2% | +12.5% | -78.8% | -57.4% |
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