-53.7%
GTLB vs VT
+60.8%
-114.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.1% | -2.3% |
| 7D | -11.1% | -2.3% | -8.8% | -6.9% |
| 30D | -7.5% | -5.0% | -2.5% | +2.4% |
| 3M | +34.8% | -4.9% | +39.7% | +48.7% |
| 6M | +98.0% | -1.5% | +99.5% | +100.3% |
| YTD | +28.1% | +8.5% | +19.7% | +3.0% |
| 1Y | +5.6% | +11.4% | -5.8% | -20.4% |
| 3Y | +15.9% | +70.1% | -54.1% | -68.3% |
| 5Y | -61.1% | +53.7% | -114.8% | -83.8% |
| All | -53.7% | +60.8% | -114.6% | -82.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling