+66.1%
VEA vs GTLB
-50.0%
+116.0%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.4% | +5.0% | 0.0% |
| 7D | +1.9% | +4.6% | -2.7% | +1.5% |
| 30D | +0.8% | +21.0% | -20.2% | -0.8% |
| 3M | +5.7% | +51.7% | -46.0% | +2.0% |
| 6M | +13.3% | +89.3% | -76.0% | +6.9% |
| YTD | +18.4% | +25.6% | -7.2% | +15.2% |
| 1Y | +27.0% | -1.5% | +28.5% | +25.8% |
| 3Y | +79.3% | -9.9% | +89.2% | +74.4% |
| All | +66.1% | -50.0% | +116.0% | +55.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling