+747.1%
GLP vs VT
+224.5%
+522.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +4.4% | +0.4% | +3.9% | +4.0% |
| 30D | +10.0% | +1.0% | +9.1% | +9.2% |
| 3M | +8.1% | +2.4% | +5.7% | +5.5% |
| 6M | +12.7% | +12.0% | +0.7% | +2.0% |
| YTD | +32.1% | +15.3% | +16.8% | +16.4% |
| 1Y | +7.8% | +22.6% | -14.8% | -9.9% |
| 3Y | +99.2% | +74.7% | +24.5% | +24.0% |
| 5Y | +276.1% | +66.1% | +210.0% | +141.9% |
| All | +747.1% | +224.5% | +522.6% | +253.9% |
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