-54.5%
GTLB vs VYM
+75.8%
-130.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.9% |
| 7D | -4.1% | -1.9% | -2.2% | -1.1% |
| 30D | +12.3% | -2.6% | +14.9% | +17.2% |
| 3M | +65.9% | +3.6% | +62.3% | +56.5% |
| 6M | +104.0% | +8.7% | +95.3% | +75.8% |
| YTD | +26.0% | +14.1% | +11.9% | -0.4% |
| 1Y | -3.5% | +17.8% | -21.3% | -28.3% |
| 3Y | -9.6% | +64.5% | -74.2% | -64.0% |
| All | -54.5% | +75.8% | -130.2% | -82.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling