+69.4%
V vs GTLB
-49.8%
+119.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.2% |
| 7D | -3.0% | -4.1% | +1.0% | -2.7% |
| 30D | +1.2% | +12.3% | -11.1% | 0.0% |
| 3M | +13.9% | +65.9% | -52.0% | +8.3% |
| 6M | +17.2% | +104.0% | -86.7% | +8.8% |
| YTD | +5.3% | +26.0% | -20.7% | +1.9% |
| 1Y | +9.5% | -3.5% | +13.0% | +8.2% |
| 3Y | +51.9% | -9.6% | +61.6% | +46.6% |
| All | +69.4% | -49.8% | +119.2% | +62.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling