-10.3%
GTLB vs VIG
+54.7%
-65.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.8% |
| 7D | -4.1% | -2.2% | -1.9% | -0.6% |
| 30D | +12.3% | -3.2% | +15.5% | +18.2% |
| 3M | +65.9% | +3.0% | +62.9% | +58.1% |
| 6M | +104.0% | +8.1% | +95.8% | +78.3% |
| YTD | +26.0% | +9.1% | +17.0% | +8.8% |
| 1Y | -3.5% | +12.6% | -16.1% | -21.7% |
| All | -10.3% | +54.7% | -65.0% | -60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 3y: compounded portfolio wealth divided by compounded VIG 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…
3y analysis · Full analysis span regression · 6 months rolling