-30.2%
VGLT vs SPY
+72.1%
-102.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.4% |
| 7D | -2.9% | +2.6% | -5.5% | -3.1% |
| 30D | +1.1% | -2.0% | +3.0% | +1.2% |
| 3M | -2.6% | -2.8% | +0.2% | -2.5% |
| 6M | -3.7% | +2.1% | -5.8% | -3.9% |
| YTD | -4.9% | +11.5% | -16.4% | -5.6% |
| 1Y | -6.0% | +13.5% | -19.5% | -6.8% |
| 3Y | +5.6% | +77.7% | -72.1% | +1.6% |
| All | -30.2% | +72.1% | -102.3% | -35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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