-34.7%
GLUE vs VOO
+94.6%
-129.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.4% | -3.4% | -3.1% |
| 7D | +3.4% | +0.1% | +3.3% | +3.2% |
| 30D | -11.3% | +0.1% | -11.4% | -11.4% |
| 3M | -20.3% | +2.0% | -22.3% | -23.4% |
| 6M | -25.6% | +13.0% | -38.7% | -39.7% |
| YTD | -11.7% | +13.6% | -25.3% | -29.5% |
| 1Y | +181.9% | +20.1% | +161.8% | +105.3% |
| 3Y | +123.2% | +77.6% | +45.7% | -16.0% |
| 5Y | -67.2% | +82.4% | -149.7% | -87.8% |
| All | -34.7% | +94.6% | -129.2% | -76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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