+95.5%
V vs GTLB
-50.5%
+146.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.5% |
| 7D | +0.8% | -10.9% | +11.7% | +1.9% |
| 30D | +9.9% | -15.3% | +25.2% | +11.5% |
| 3M | +17.5% | +14.6% | +2.9% | +15.7% |
| 6M | +33.5% | +79.6% | -46.1% | +25.4% |
| YTD | +21.6% | +24.3% | -2.8% | +17.6% |
| 1Y | +27.6% | +1.0% | +26.6% | +25.6% |
| 3Y | +76.4% | +4.6% | +71.8% | +67.7% |
| 5Y | +103.8% | -63.7% | +167.6% | +104.1% |
| All | +95.5% | -50.5% | +146.0% | +86.9% |
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