+49.1%
VGLT vs SPY
+801.8%
-752.7%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.5% |
| 7D | -2.9% | +2.6% | -5.5% | -2.4% |
| 30D | +1.1% | -2.0% | +3.0% | +0.7% |
| 3M | -2.6% | -2.8% | +0.2% | -3.2% |
| 6M | -3.7% | +2.1% | -5.8% | -3.2% |
| YTD | -4.9% | +11.5% | -16.4% | -2.5% |
| 1Y | -6.0% | +13.5% | -19.5% | -3.3% |
| 3Y | +5.6% | +77.7% | -72.1% | +22.0% |
| 5Y | -31.0% | +72.6% | -103.6% | -21.1% |
| 10Y | -8.2% | +308.2% | -316.4% | +50.2% |
| All | +49.1% | +801.8% | -752.7% | +264.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling