-48.9%
GLUE vs VT
+69.1%
-118.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.7% | +2.2% | +0.9% |
| 7D | -0.3% | -0.3% | 0.0% | +0.3% |
| 30D | +5.4% | -1.4% | +6.8% | +8.0% |
| 3M | -32.7% | -1.4% | -31.3% | -31.2% |
| 6M | -44.7% | +5.5% | -50.2% | -50.3% |
| YTD | -31.0% | +12.8% | -43.8% | -45.9% |
| 1Y | -9.8% | +15.4% | -25.3% | -31.9% |
| 3Y | +202.2% | +76.9% | +125.4% | +5.6% |
| 5Y | -58.4% | +60.4% | -118.9% | -81.4% |
| All | -48.9% | +69.1% | -118.0% | -77.9% |
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 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