-55.1%
GTLB vs VT
+64.2%
-119.3%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | 0.0% |
| 7D | -10.9% | -0.1% | -10.8% | -11.0% |
| 30D | -15.3% | -3.1% | -12.2% | -10.1% |
| 3M | +14.6% | -3.5% | +18.1% | +22.4% |
| 6M | +79.6% | +0.5% | +79.1% | +74.3% |
| YTD | +24.3% | +10.8% | +13.5% | -4.5% |
| 1Y | +1.0% | +11.9% | -10.9% | -24.4% |
| 3Y | +4.6% | +73.0% | -68.4% | -72.4% |
| 5Y | -63.7% | +58.6% | -122.3% | -85.9% |
| All | -55.1% | +64.2% | -119.3% | -83.9% |
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