+163.9%
GLP vs VT
+53.2%
+110.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.1% | -0.1% | -1.3% |
| 7D | -13.0% | -4.2% | -8.9% | -10.4% |
| 30D | -12.5% | -5.8% | -6.7% | -8.7% |
| 3M | -13.0% | -5.2% | -7.7% | -9.7% |
| 6M | -11.4% | +0.1% | -11.5% | -12.1% |
| YTD | +4.4% | +8.2% | -3.8% | -2.9% |
| 1Y | -1.5% | +10.1% | -11.6% | -9.8% |
| 3Y | +51.5% | +69.7% | -18.2% | -2.0% |
| 5Y | +163.9% | +53.4% | +110.5% | +76.6% |
| All | +163.9% | +53.2% | +110.7% | +76.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling