-50.1%
GLUE vs VT
+62.6%
-112.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +2.9% | +2.7% |
| 7D | -1.8% | -2.3% | +0.6% | +2.4% |
| 30D | +3.9% | -5.0% | +8.9% | +13.6% |
| 3M | -32.7% | -4.9% | -27.8% | -26.7% |
| 6M | -48.2% | -1.5% | -46.6% | -47.3% |
| YTD | -32.6% | +8.5% | -41.1% | -43.4% |
| 1Y | -18.8% | +11.4% | -30.1% | -34.7% |
| 3Y | +218.4% | +70.1% | +148.3% | +19.1% |
| 5Y | -58.2% | +53.7% | -112.0% | -79.8% |
| All | -50.1% | +62.6% | -112.7% | -76.9% |
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 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