+65.6%
GLRY vs VT
+92.1%
-26.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | 0.0% |
| 7D | +4.8% | -0.7% | +5.5% | +5.6% |
| 30D | +0.5% | -1.7% | +2.2% | +2.4% |
| 3M | -7.3% | -2.3% | -5.0% | -4.9% |
| 6M | -7.7% | +1.5% | -9.2% | -9.2% |
| YTD | +6.7% | +12.0% | -5.4% | -6.0% |
| 1Y | +5.2% | +12.9% | -7.7% | -8.0% |
| 3Y | +57.0% | +74.9% | -18.0% | -16.0% |
| 5Y | +28.6% | +59.9% | -31.4% | -19.5% |
| All | +65.6% | +92.1% | -26.5% | -20.0% |
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