+84.7%
GLQ vs VT
+75.0%
+9.7%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -2.3% | +0.4% | -2.8% | -2.8% |
| 30D | -4.1% | +1.0% | -5.1% | -5.0% |
| 3M | -6.6% | +2.4% | -9.0% | -8.7% |
| 6M | +3.1% | +12.0% | -8.9% | -7.5% |
| YTD | +10.7% | +15.3% | -4.6% | -3.5% |
| 1Y | +18.4% | +22.6% | -4.1% | -2.7% |
| All | +84.7% | +75.0% | +9.7% | +0.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling