-5.5%
GTLB vs VYM
+18.4%
-24.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.3% | -0.8% |
| 7D | -5.7% | -0.8% | -4.9% | -5.6% |
| 30D | +15.1% | -2.2% | +17.4% | +15.5% |
| 3M | +65.5% | +3.1% | +62.4% | +65.5% |
| 6M | +102.9% | +9.7% | +93.2% | +99.1% |
| YTD | +25.2% | +14.9% | +10.3% | +23.1% |
| 1Y | -5.5% | +17.6% | -23.1% | -5.8% |
| All | -5.5% | +18.4% | -24.0% | -5.8% |
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