-10.3%
GLV vs VT
+53.2%
-63.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.1% | +1.8% | +0.5% |
| 7D | -1.9% | -4.2% | +2.3% | +0.9% |
| 30D | -1.6% | -5.8% | +4.2% | +2.3% |
| 3M | -7.2% | -5.2% | -2.0% | -4.0% |
| 6M | -2.4% | +0.1% | -2.5% | -2.8% |
| YTD | +4.1% | +8.2% | -4.1% | -1.6% |
| 1Y | +4.4% | +10.1% | -5.7% | -2.5% |
| 3Y | +55.1% | +69.7% | -14.6% | +7.9% |
| 5Y | -10.3% | +53.4% | -63.7% | -33.7% |
| All | -10.3% | +53.2% | -63.5% | -33.7% |
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