-59.5%
GLUE vs VT
+53.2%
-112.7%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -4.1% | -1.2% | +1.8% |
| 7D | -5.7% | -4.2% | -1.5% | +1.6% |
| 30D | +3.9% | -5.8% | +9.6% | +15.2% |
| 3M | -34.3% | -5.2% | -29.1% | -28.0% |
| 6M | -47.0% | +0.1% | -47.2% | -47.8% |
| YTD | -34.6% | +8.2% | -42.9% | -44.9% |
| 1Y | -16.7% | +10.1% | -26.9% | -31.8% |
| 3Y | +186.3% | +69.7% | +116.7% | +7.5% |
| 5Y | -59.5% | +53.4% | -112.9% | -82.1% |
| All | -59.5% | +53.2% | -112.7% | -82.1% |
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