+205.6%
GLSI vs VT
+124.3%
+81.3%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.6% | -4.4% | -4.4% |
| 7D | +4.3% | +2.9% | +1.4% | +1.3% |
| 30D | -1.4% | -2.5% | +1.1% | +2.1% |
| 3M | -9.7% | -3.3% | -6.4% | -5.3% |
| 6M | -38.2% | +1.5% | -39.7% | -38.0% |
| YTD | -27.3% | +11.4% | -38.6% | -31.8% |
| 1Y | +83.5% | +11.9% | +71.6% | +71.8% |
| 3Y | +50.2% | +73.9% | -23.6% | +6.2% |
| 5Y | -57.1% | +57.9% | -115.0% | -76.7% |
| All | +205.6% | +124.3% | +81.3% | +290.3% |
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