+4.9%
HGLB vs VT
+142.4%
-137.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.5% | -3.5% |
| 7D | -9.8% | -2.3% | -7.5% | -8.3% |
| 30D | -12.8% | -5.0% | -7.9% | -9.8% |
| 3M | -23.4% | -4.9% | -18.5% | -20.8% |
| 6M | -27.8% | -1.5% | -26.2% | -27.1% |
| YTD | -32.3% | +8.5% | -40.8% | -36.0% |
| 1Y | -38.1% | +11.4% | -49.5% | -42.4% |
| 3Y | +4.1% | +70.1% | -65.9% | -26.9% |
| 5Y | +6.1% | +53.7% | -47.6% | -21.2% |
| All | +4.9% | +142.4% | -137.5% | -39.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling