+135.7%
GLPI vs VT
+214.8%
-79.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.1% | +2.8% |
| 7D | -0.1% | -4.2% | +4.0% | +3.8% |
| 30D | +3.6% | -5.8% | +9.4% | +9.3% |
| 3M | -8.1% | -5.2% | -2.9% | -3.7% |
| 6M | -14.2% | +0.1% | -14.4% | -15.5% |
| YTD | -6.9% | +8.2% | -15.1% | -15.5% |
| 1Y | -6.0% | +10.1% | -16.1% | -16.3% |
| 3Y | +4.1% | +69.7% | -65.6% | -42.6% |
| 5Y | +11.9% | +53.4% | -41.5% | -31.3% |
| All | +135.7% | +214.8% | -79.1% | -29.6% |
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