-52.0%
GTLB vs VT
+71.0%
-123.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +11.1% | +0.4% | +10.6% | +10.1% |
| 30D | +37.8% | +1.0% | +36.8% | +35.3% |
| 3M | +61.6% | +2.4% | +59.2% | +52.3% |
| 6M | +98.9% | +12.0% | +86.9% | +51.8% |
| YTD | +32.8% | +15.3% | +17.4% | -5.4% |
| 1Y | +14.7% | +22.6% | -7.9% | -29.2% |
| 3Y | +1.3% | +74.7% | -73.3% | -73.0% |
| All | -52.0% | +71.0% | -123.0% | -84.1% |
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