+208.9%
GLU vs VT
+345.0%
-136.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.7% | +1.8% |
| 7D | +2.7% | -4.2% | +6.8% | +4.9% |
| 30D | +4.7% | -5.8% | +10.5% | +7.9% |
| 3M | -2.8% | -5.2% | +2.4% | -0.1% |
| 6M | -3.9% | +0.1% | -4.0% | -4.2% |
| YTD | +1.2% | +8.2% | -7.1% | -3.3% |
| 1Y | +8.9% | +10.1% | -1.2% | +3.1% |
| 3Y | +87.7% | +69.7% | +18.1% | +40.3% |
| 5Y | +30.2% | +53.4% | -23.2% | +1.8% |
| 10Y | +125.5% | +219.2% | -93.7% | +21.4% |
| All | +208.9% | +345.0% | -136.1% | +47.3% |
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