-66.3%
GLUE vs VT
+66.2%
-132.4%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | 0.0% | -3.7% | -3.7% |
| 7D | +3.4% | +0.4% | +3.0% | +2.5% |
| 30D | -11.3% | +1.0% | -12.3% | -12.8% |
| 3M | -20.3% | +2.4% | -22.7% | -24.1% |
| 6M | -25.6% | +12.0% | -37.6% | -40.1% |
| YTD | -11.7% | +15.3% | -27.1% | -33.4% |
| 1Y | +181.9% | +22.6% | +159.3% | +89.7% |
| 3Y | +123.2% | +74.7% | +48.6% | -20.3% |
| All | -66.3% | +66.2% | -132.4% | -86.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling