+193.2%
GLTR vs VT
+224.5%
-31.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -0.5% | +0.4% | -0.9% | -0.6% |
| 30D | +5.1% | +1.0% | +4.1% | +4.7% |
| 3M | -4.3% | +2.4% | -6.7% | -5.0% |
| 6M | -16.3% | +12.0% | -28.3% | -19.3% |
| YTD | -2.0% | +15.3% | -17.3% | -6.1% |
| 1Y | +34.7% | +22.6% | +12.1% | +26.9% |
| 3Y | +126.9% | +74.7% | +52.2% | +92.8% |
| 5Y | +113.6% | +66.1% | +47.5% | +81.9% |
| All | +193.2% | +224.5% | -31.2% | +110.1% |
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