-54.8%
GTLB vs VEU
+59.1%
-113.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -2.3% |
| 7D | -5.7% | -1.4% | -4.3% | -3.7% |
| 30D | +15.1% | -0.4% | +15.6% | +15.7% |
| 3M | +65.5% | +2.5% | +62.9% | +57.0% |
| 6M | +102.9% | +11.1% | +91.7% | +62.7% |
| YTD | +25.2% | +16.5% | +8.7% | -9.5% |
| 1Y | -5.5% | +22.9% | -28.4% | -38.6% |
| 3Y | -10.9% | +73.4% | -84.3% | -71.8% |
| All | -54.8% | +59.1% | -113.9% | -80.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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