+129.3%
GLPI vs VT
+224.5%
-95.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -1.5% | +0.4% | -2.0% | -1.9% |
| 30D | -4.3% | +1.0% | -5.3% | -5.2% |
| 3M | -7.7% | +2.4% | -10.1% | -10.4% |
| 6M | -12.9% | +12.0% | -24.9% | -22.8% |
| YTD | -3.0% | +15.3% | -18.3% | -16.8% |
| 1Y | -7.2% | +22.6% | -29.7% | -25.4% |
| 3Y | +7.3% | +74.7% | -67.3% | -41.8% |
| 5Y | +12.2% | +66.1% | -53.9% | -36.1% |
| All | +129.3% | +224.5% | -95.2% | -33.6% |
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 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