+139.5%
GLU vs VT
+217.6%
-78.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.8% | +0.7% |
| 7D | +4.6% | -0.1% | +4.8% | +4.6% |
| 30D | +9.5% | -3.1% | +12.5% | +11.6% |
| 3M | +0.5% | -3.5% | +4.0% | +2.7% |
| 6M | -0.3% | +0.5% | -0.7% | -0.9% |
| YTD | +4.7% | +10.8% | -6.1% | -2.8% |
| 1Y | +11.9% | +11.9% | 0.0% | +3.2% |
| 3Y | +99.6% | +73.0% | +26.6% | +34.2% |
| 5Y | +36.1% | +58.6% | -22.5% | -3.3% |
| 10Y | +139.5% | +219.2% | -79.7% | -10.2% |
| All | +139.5% | +217.6% | -78.2% | -10.2% |
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 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