-54.5%
GTLB vs VO
+45.8%
-100.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.2% | -1.1% |
| 7D | -9.6% | +0.2% | -9.9% | -10.2% |
| 30D | -15.5% | +2.0% | -17.5% | -19.1% |
| 3M | +12.4% | -0.3% | +12.7% | +12.6% |
| 6M | +84.6% | +7.3% | +77.3% | +58.5% |
| YTD | +26.1% | +15.0% | +11.1% | -7.7% |
| 1Y | +1.7% | +14.7% | -13.0% | -25.5% |
| 3Y | +6.1% | +67.3% | -61.2% | -67.3% |
| 5Y | -61.1% | +38.8% | -99.9% | -77.8% |
| All | -54.5% | +45.8% | -100.2% | -76.5% |
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