+193.0%
GLSI vs VT
+118.0%
+75.0%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -4.1% | -6.3% | -6.0% |
| 7D | -22.9% | -4.2% | -18.7% | -18.9% |
| 30D | -7.2% | -5.8% | -1.4% | -0.4% |
| 3M | +1.8% | -5.2% | +7.1% | +9.0% |
| 6M | -34.3% | +0.1% | -34.4% | -33.2% |
| YTD | -30.3% | +8.2% | -38.5% | -32.7% |
| 1Y | +75.0% | +10.1% | +64.9% | +67.0% |
| 3Y | +61.9% | +69.7% | -7.8% | +17.6% |
| 5Y | -60.9% | +53.4% | -114.3% | -78.2% |
| All | +193.0% | +118.0% | +75.0% | +285.2% |
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