-4.9%
HGLB vs VT
+148.8%
-153.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -2.7% |
| 7D | -12.4% | +2.9% | -15.3% | -14.1% |
| 30D | -22.0% | -2.5% | -19.5% | -20.7% |
| 3M | -31.0% | -3.3% | -27.6% | -29.4% |
| 6M | -33.5% | +1.5% | -35.0% | -34.3% |
| YTD | -38.7% | +11.4% | -50.1% | -43.0% |
| 1Y | -44.3% | +11.9% | -56.2% | -48.4% |
| 3Y | +4.1% | +73.9% | -69.8% | -28.1% |
| 5Y | -4.1% | +57.9% | -62.0% | -30.1% |
| All | -4.9% | +148.8% | -153.8% | -46.4% |
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