+129.6%
GLTR vs VT
+386.6%
-257.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.7% | +2.5% | +3.7% |
| 7D | -1.5% | -0.3% | -1.2% | -1.4% |
| 30D | -6.8% | -1.4% | -5.4% | -6.3% |
| 3M | -5.8% | -1.4% | -4.4% | -5.3% |
| 6M | -17.9% | +5.5% | -23.4% | -19.0% |
| YTD | -15.5% | +12.8% | -28.3% | -18.0% |
| 1Y | +3.0% | +15.4% | -12.4% | -0.7% |
| 3Y | +96.5% | +76.9% | +19.6% | +68.6% |
| 5Y | +93.3% | +60.4% | +32.9% | +68.5% |
| 10Y | +168.2% | +232.8% | -64.5% | +93.0% |
| All | +129.6% | +386.6% | -257.0% | +42.9% |
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