+7.7%
V vs GTLB
-3.3%
+10.9%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | -0.3% |
| 7D | -2.9% | -6.6% | +3.7% | -2.7% |
| 30D | +1.9% | +13.7% | -11.9% | +1.4% |
| 3M | +13.2% | +52.9% | -39.7% | +11.5% |
| 6M | +16.7% | +88.5% | -71.8% | +14.0% |
| YTD | +5.4% | +23.4% | -18.1% | +1.9% |
| 1Y | +7.7% | -3.8% | +11.5% | +3.2% |
| All | +7.7% | -3.3% | +10.9% | +3.2% |
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