-52.0%
GTLB vs VO
+44.8%
-96.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.5% |
| 7D | +11.1% | -0.3% | +11.3% | +11.7% |
| 30D | +37.8% | -0.3% | +38.1% | +38.8% |
| 3M | +61.6% | +2.9% | +58.6% | +51.7% |
| 6M | +98.9% | +9.3% | +89.6% | +62.4% |
| YTD | +32.8% | +14.2% | +18.6% | -1.1% |
| 1Y | +14.7% | +15.3% | -0.6% | -16.9% |
| 3Y | +1.3% | +56.2% | -54.9% | -63.0% |
| All | -52.0% | +44.8% | -96.8% | -74.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling