+12.6%
GTLB vs VYM
+21.8%
-9.2%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.2% |
| 7D | -9.7% | +1.2% | -10.8% | -9.8% |
| 30D | +1.7% | +5.2% | -3.5% | +0.7% |
| 3M | +43.6% | +0.5% | +43.0% | +43.1% |
| 6M | +113.0% | +7.7% | +105.3% | +111.2% |
| YTD | +39.5% | +17.2% | +22.4% | +35.3% |
| 1Y | +12.6% | +21.7% | -9.0% | +11.2% |
| All | +12.6% | +21.8% | -9.2% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 1y: compounded portfolio wealth divided by compounded VYM 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…
1y analysis · Full analysis span regression · 6 months rolling