-54.5%
GTLB vs VO
+41.4%
-95.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +4.0% |
| 7D | -4.1% | -2.5% | -1.6% | +1.0% |
| 30D | +12.3% | -3.2% | +15.6% | +20.0% |
| 3M | +65.9% | +3.9% | +62.0% | +52.8% |
| 6M | +104.0% | +9.6% | +94.3% | +65.2% |
| YTD | +26.0% | +11.6% | +14.5% | -1.6% |
| 1Y | -3.5% | +12.6% | -16.1% | -26.6% |
| 3Y | -9.6% | +55.4% | -65.0% | -66.8% |
| All | -54.5% | +41.4% | -95.9% | -74.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling