+191.2%
GLPI vs VT
+266.1%
-74.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.5% | -0.5% |
| 7D | +0.9% | -1.6% | +2.5% | +2.4% |
| 30D | +4.0% | -2.5% | +6.4% | +6.2% |
| 3M | -10.8% | -1.3% | -9.5% | -10.0% |
| 6M | -14.9% | +3.1% | -17.9% | -18.0% |
| YTD | -7.5% | +10.9% | -18.4% | -17.3% |
| 1Y | -7.4% | +12.1% | -19.5% | -18.1% |
| 3Y | +3.4% | +73.9% | -70.5% | -41.5% |
| 5Y | +9.7% | +58.0% | -48.3% | -32.1% |
| 10Y | +138.4% | +225.5% | -87.1% | -21.0% |
| All | +191.2% | +266.1% | -74.9% | -15.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling