-34.7%
GLUE vs VT
+72.9%
-107.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -40.0% |
| YTD | -11.7% | +15.3% | -27.1% | -33.2% |
| 1Y | +181.9% | +22.6% | +159.3% | +90.3% |
| 3Y | +123.2% | +74.7% | +48.6% | -19.5% |
| 5Y | -67.2% | +66.1% | -133.4% | -86.1% |
| All | -34.7% | +72.9% | -107.5% | -72.8% |
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