-54.1%
GTLB vs VO
+44.5%
-98.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +0.9% | +0.9% |
| 7D | -0.7% | +3.1% | -3.8% | -7.0% |
| 30D | -10.2% | +2.2% | -12.4% | -14.3% |
| 3M | +10.1% | -2.5% | +12.6% | +15.4% |
| 6M | +116.5% | +7.0% | +109.5% | +86.8% |
| YTD | +27.2% | +14.0% | +13.2% | -5.3% |
| 1Y | +8.6% | +15.6% | -7.1% | -22.1% |
| 3Y | +5.6% | +66.2% | -60.6% | -67.0% |
| 5Y | -61.8% | +36.6% | -98.4% | -77.4% |
| All | -54.1% | +44.5% | -98.6% | -75.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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