Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
VTI Vanguard Total Stock Market ETF | Large Cap Blend Equities | 50% |
VXUS Vanguard Total International Stock ETF | Global Equities | 30% |
VGLT Vanguard Long-Term Treasury ETF | Government Bonds, Long-Term Bond | 10% |
REET iShares Global REIT ETF | REIT | 10% |
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in GLOBAL, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.
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Returns By Period
As of Jun 6, 2026, the GLOBAL returned 8.42% Year-To-Date and 10.69% of annualized return in the last 10 years.
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | -2.64% | 0.64% | 7.86% | 7.47% | 23.05% | 19.90% | 11.79% | 13.33% |
Portfolio GLOBAL | -2.54% | -0.07% | 8.42% | 8.82% | 21.87% | 16.85% | 8.23% | 10.69% |
| Portfolio components: | ||||||||
REET iShares Global REIT ETF | 0.22% | -0.51% | 9.43% | 9.74% | 12.75% | 9.54% | 2.48% | 4.10% |
VGLT Vanguard Long-Term Treasury ETF | -0.59% | -0.43% | -0.75% | -1.12% | 4.58% | -0.93% | -5.37% | -1.11% |
VTI Vanguard Total Stock Market ETF | -2.68% | 0.88% | 8.72% | 8.29% | 24.59% | 21.08% | 12.19% | 14.71% |
VXUS Vanguard Total International Stock ETF | -3.73% | -1.45% | 10.17% | 12.29% | 25.97% | 17.71% | 7.67% | 9.19% |
Monthly Returns
Based on dividend-adjusted daily data since Jul 11, 2014, GLOBAL's average daily return is +0.04%, while the average monthly return is +0.82%. At this rate, an investment would double in approximately 7.1 years.
Historically, 67% of months were positive and 33% were negative. The best month was Nov 2020 with a return of +11.1%, while the worst month was Mar 2020 at -13.1%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 4 months.
On a daily basis, GLOBAL closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +7.8%, while the worst single day was Mar 16, 2020 at -9.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.75% | 2.37% | -6.04% | 8.34% | 3.76% | -2.41% | 8.42% | ||||||
| 2025 | 2.73% | 0.39% | -3.06% | 0.34% | 4.56% | 4.06% | 0.69% | 2.93% | 3.13% | 1.57% | 0.47% | 0.41% | 19.54% |
| 2024 | -0.56% | 3.35% | 2.99% | -4.12% | 4.31% | 1.56% | 2.72% | 2.56% | 2.35% | -2.67% | 3.86% | -3.64% | 12.90% |
| 2023 | 7.73% | -3.43% | 2.42% | 1.31% | -1.51% | 5.05% | 3.11% | -2.92% | -4.78% | -3.29% | 9.15% | 5.94% | 19.06% |
| 2022 | -4.89% | -2.51% | 1.55% | -7.95% | -0.32% | -7.46% | 6.86% | -4.31% | -9.55% | 4.94% | 7.80% | -4.16% | -19.84% |
| 2021 | -0.49% | 2.14% | 2.34% | 4.27% | 1.25% | 1.69% | 1.31% | 2.00% | -4.14% | 5.06% | -1.89% | 3.52% | 18.01% |
Benchmark Metrics
GLOBAL has an annualized alpha of -0.07%, beta of 0.80, and R2 of 0.93 versus S&P 500 Index. Calculated based on daily prices since July 11, 2014.
- This portfolio participated in 88.85% of S&P 500 Index downside but only 81.37% of its upside - more exposed to losses than it benefited from rallies.
- Alpha
- -0.07%
- Beta
- 0.80
- R²
- 0.93
- Upside Capture
- 81.37%
- Downside Capture
- 88.85%
Expense Ratio
GLOBAL has an expense ratio of 0.05%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Return for Risk
Risk / Return Rank
GLOBAL ranks 32 for risk / return — below 32% of Portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for GLOBAL and compares them with S&P 500 Index.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 1.97 | 2.01 | -0.03 |
| Sortino ratioReturn per unit of downside risk | 2.72 | 2.71 | 0.00 |
| Omega ratioGain probability vs. loss probability | 1.36 | 1.36 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.57 | 2.69 | -0.11 |
| Martin ratioReturn relative to average drawdown | 11.25 | 12.34 | -1.09 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Position | Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio |
|---|---|---|---|---|---|---|
REET iShares Global REIT ETF | 34 | 1.12 | 1.58 | 1.20 | 1.50 | 5.40 |
VGLT Vanguard Long-Term Treasury ETF | 15 | 0.38 | 0.60 | 1.07 | 0.47 | 1.22 |
VTI Vanguard Total Stock Market ETF | 71 | 2.10 | 2.83 | 1.38 | 2.93 | 13.45 |
VXUS Vanguard Total International Stock ETF | 54 | 1.69 | 2.31 | 1.31 | 2.34 | 9.11 |
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Dividends
Dividend yield
GLOBAL provided a 2.15% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.15% | 2.33% | 2.44% | 2.35% | 2.29% | 2.04% | 1.83% | 2.58% | 2.82% | 2.31% | 2.64% | 2.52% |
| Portfolio components: | ||||||||||||
REET iShares Global REIT ETF | 3.38% | 3.67% | 3.64% | 3.27% | 2.43% | 3.18% | 2.65% | 5.25% | 5.73% | 3.84% | 5.37% | 3.56% |
VGLT Vanguard Long-Term Treasury ETF | 4.63% | 4.44% | 4.33% | 3.33% | 2.84% | 1.82% | 2.15% | 2.46% | 2.71% | 2.55% | 2.69% | 3.21% |
VTI Vanguard Total Stock Market ETF | 1.04% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
VXUS Vanguard Total International Stock ETF | 2.75% | 3.18% | 3.37% | 3.24% | 3.09% | 3.10% | 2.14% | 3.06% | 3.18% | 2.73% | 2.93% | 2.83% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the GLOBAL. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the GLOBAL was 30.45%, occurring on Mar 23, 2020. Recovery took 107 trading sessions.
The current GLOBAL drawdown is 2.84%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -30.45%Mar 2020 | 1mo 2d | 5mo 4d | 6mo 6dFeb 2020 - Aug 2020 |
Bear market2022 | -27.06%Oct 2022 | 11mo 9d | 1y 5mo | 2y 4moNov 2021 - Mar 2024 |
Rate-hike selloffLate 2018 | -15.90%Dec 2018 | 10mo 29d | 3mo 19d | 1y 2moJan 2018 - Apr 2019 |
2016 correction2016 | -14.83%Feb 2016 | 9mo 20d | 5mo 2d | 1y 2moApr 2015 - Jul 2016 |
2025 selloff2025 | -14.39%Apr 2025 | 1mo 18d | 1mo 8d | 2mo 26dFeb 2025 - May 2025 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 4 assets, with an effective number of assets of 2.78, reflecting the diversification based on asset allocation. Your allocation shows noticeable concentration: a few holdings carry significantly more weight than the rest. Rebalancing toward more even weights — or adding less correlated assets — could reduce risk.
Diversification Ratio
1Y | 3Y | 5Y | 10Y | All Time | |
|---|---|---|---|---|---|
Diversification Ratio | 1.13 | 1.15 | 1.15 | 1.16 | 1.16 |
The portfolio has a diversification ratio of 1.16, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.
GLOBAL correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.93 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Jul 11, 2014 | 0.94 |
Benchmark Correlations
Correlation vs. S&P 500 Index. VTI has the highest benchmark correlation at 0.99, while VGLT has the lowest at -0.15.
Asset Correlations Table
Find what GLOBAL is missing
See which holdings overlap, where GLOBAL is concentrated, and which low-correlation assets could fill the gaps.
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