+7.7%
V vs GTLB
+14.4%
-6.7%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.0% | -1.0% |
| 7D | -1.7% | +11.1% | -12.8% | -2.1% |
| 30D | +2.0% | +37.8% | -35.8% | +1.0% |
| 3M | +17.4% | +61.6% | -44.2% | +15.5% |
| 6M | +17.5% | +98.9% | -81.4% | +14.9% |
| YTD | +7.6% | +32.8% | -25.2% | +3.7% |
| 1Y | +7.7% | +14.7% | -6.9% | +3.8% |
| All | +7.7% | +14.4% | -6.7% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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