-54.5%
GTLB vs VO
+44.5%
-99.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +1.7% |
| 7D | -3.5% | +2.9% | -6.4% | -9.3% |
| 30D | -9.0% | +1.0% | -10.0% | -11.1% |
| 3M | +15.9% | -1.7% | +17.6% | +19.6% |
| 6M | +104.9% | +6.7% | +98.2% | +77.8% |
| YTD | +26.0% | +14.0% | +12.0% | -6.2% |
| 1Y | +1.8% | +13.7% | -11.9% | -24.1% |
| 3Y | +6.0% | +65.8% | -59.8% | -66.7% |
| 5Y | -62.2% | +36.6% | -98.8% | -77.6% |
| All | -54.5% | +44.5% | -99.0% | -76.1% |
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