+172.1%
GLTR vs VT
+221.8%
-49.6%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -4.9% | +2.4% | -7.3% | -5.7% |
| 30D | -7.7% | -1.5% | -6.2% | -7.2% |
| 3M | -15.9% | -4.1% | -11.8% | -14.6% |
| 6M | -28.8% | +0.6% | -29.3% | -28.7% |
| YTD | -19.6% | +11.0% | -30.7% | -21.9% |
| 1Y | -8.3% | +13.3% | -21.6% | -11.4% |
| 3Y | +93.7% | +73.4% | +20.3% | +65.8% |
| 5Y | +75.1% | +57.4% | +17.7% | +52.0% |
| All | +172.1% | +221.8% | -49.6% | +99.1% |
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