-54.6%
GTLB vs VIG
+66.3%
-120.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.8% | -4.6% | -3.8% |
| 7D | +4.6% | -0.4% | +5.0% | +5.5% |
| 30D | +21.0% | -2.1% | +23.1% | +26.3% |
| 3M | +51.7% | +3.3% | +48.4% | +41.8% |
| 6M | +89.3% | +9.3% | +80.0% | +56.0% |
| YTD | +25.6% | +10.1% | +15.5% | +1.9% |
| 1Y | -1.5% | +14.7% | -16.3% | -27.3% |
| 3Y | -9.9% | +56.9% | -66.9% | -66.9% |
| All | -54.6% | +66.3% | -120.9% | -87.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling