+4.7%
GTLB vs VO
+68.0%
-63.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.2% | -0.4% |
| 7D | -9.6% | +0.2% | -9.9% | -9.9% |
| 30D | -15.5% | +2.0% | -17.5% | -18.0% |
| 3M | +12.4% | -0.3% | +12.7% | +12.8% |
| 6M | +84.6% | +7.3% | +77.3% | +65.9% |
| YTD | +26.1% | +15.0% | +11.1% | +1.0% |
| 1Y | +1.7% | +14.7% | -13.0% | -18.4% |
| All | +4.7% | +68.0% | -63.3% | -52.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling