+15.9%
GTLB vs VT
+69.7%
-53.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.1% | -2.2% |
| 7D | -11.1% | -2.3% | -8.8% | -8.1% |
| 30D | -7.5% | -5.0% | -2.5% | -0.7% |
| 3M | +34.8% | -4.9% | +39.7% | +44.6% |
| 6M | +98.0% | -1.5% | +99.5% | +100.4% |
| YTD | +28.1% | +8.5% | +19.7% | +10.0% |
| 1Y | +5.6% | +11.4% | -5.8% | -13.7% |
| 3Y | +15.9% | +70.1% | -54.1% | -58.0% |
| All | +15.9% | +69.7% | -53.8% | -58.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling