+64.3%
VEA vs GTLB
-50.1%
+114.5%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.7% | +1.1% |
| 7D | -1.5% | -5.7% | +4.2% | -1.0% |
| 30D | -0.8% | +15.1% | -16.0% | -2.0% |
| 3M | +2.5% | +65.5% | -63.0% | -1.8% |
| 6M | +11.1% | +102.9% | -91.8% | +4.3% |
| YTD | +17.2% | +25.2% | -8.0% | +14.1% |
| 1Y | +24.5% | -5.5% | +30.0% | +23.8% |
| 3Y | +75.4% | -10.9% | +86.3% | +70.8% |
| All | +64.3% | -50.1% | +114.5% | +54.2% |
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 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