-54.5%
GTLB vs VT
+66.1%
-120.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | -0.9% |
| 7D | -9.6% | -0.7% | -8.9% | -8.6% |
| 30D | -15.5% | -1.7% | -13.8% | -12.7% |
| 3M | +12.4% | -2.3% | +14.7% | +17.1% |
| 6M | +84.6% | +1.5% | +83.0% | +75.4% |
| YTD | +26.1% | +12.0% | +14.0% | -5.3% |
| 1Y | +1.7% | +12.9% | -11.2% | -25.1% |
| 3Y | +6.1% | +74.9% | -68.9% | -72.6% |
| 5Y | -61.1% | +59.9% | -121.0% | -85.1% |
| All | -54.5% | +66.1% | -120.6% | -84.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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