+8.5%
HGLB vs VT
+141.8%
-133.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.1% | -1.4% | -2.8% |
| 7D | -8.9% | -4.2% | -4.7% | -6.3% |
| 30D | -12.3% | -5.8% | -6.5% | -8.7% |
| 3M | -20.9% | -5.2% | -15.7% | -18.0% |
| 6M | -25.1% | +0.1% | -25.2% | -25.3% |
| YTD | -30.0% | +8.2% | -38.3% | -33.7% |
| 1Y | -36.3% | +10.1% | -46.4% | -40.3% |
| 3Y | +4.5% | +69.7% | -65.2% | -26.6% |
| 5Y | +9.8% | +53.4% | -43.6% | -18.4% |
| All | +8.5% | +141.8% | -133.3% | -37.7% |
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 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