-60.1%
GTLB vs VIG
+64.4%
-124.5%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +0.9% | +0.9% |
| 7D | -0.7% | +3.5% | -4.2% | -7.4% |
| 30D | -10.2% | +4.9% | -15.1% | -18.6% |
| 3M | +10.1% | +2.5% | +7.6% | +4.5% |
| 6M | +116.5% | +11.0% | +105.4% | +74.9% |
| YTD | +27.2% | +16.0% | +11.2% | -6.9% |
| 1Y | +8.6% | +17.5% | -9.0% | -23.2% |
| 3Y | +5.6% | +67.0% | -61.4% | -65.6% |
| All | -60.1% | +64.4% | -124.5% | -86.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling