-60.2%
GLSI vs VT
+53.4%
-113.6%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.3% | +3.2% |
| 7D | -12.9% | -2.3% | -10.5% | -9.3% |
| 30D | -1.4% | -5.0% | +3.5% | +7.5% |
| 3M | +6.5% | -4.9% | +11.4% | +16.6% |
| 6M | -34.2% | -1.5% | -32.7% | -31.4% |
| YTD | -27.8% | +8.5% | -36.3% | -32.5% |
| 1Y | +84.5% | +11.4% | +73.2% | +67.1% |
| 3Y | +45.4% | +70.1% | -24.6% | -22.3% |
| All | -60.2% | +53.4% | -113.6% | -76.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling