-54.8%
GTLB vs VYM
+77.0%
-131.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.3% | -1.7% |
| 7D | -5.7% | -0.8% | -4.9% | -4.5% |
| 30D | +15.1% | -2.2% | +17.4% | +19.5% |
| 3M | +65.5% | +3.1% | +62.4% | +57.4% |
| 6M | +102.9% | +9.7% | +93.2% | +72.1% |
| YTD | +25.2% | +14.9% | +10.3% | -2.1% |
| 1Y | -5.5% | +17.6% | -23.1% | -29.5% |
| 3Y | -10.9% | +65.3% | -76.2% | -64.7% |
| All | -54.8% | +77.0% | -131.7% | -82.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling