-8.2%
VFC vs GTLB
+14.4%
-22.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | +2.3% |
| 7D | -1.6% | +11.1% | -12.7% | -2.2% |
| 30D | -11.6% | +37.8% | -49.4% | -13.2% |
| 3M | -18.1% | +61.6% | -79.7% | -20.5% |
| 6M | -27.4% | +98.9% | -126.3% | -30.6% |
| YTD | -24.8% | +32.8% | -57.6% | -27.3% |
| 1Y | -8.2% | +14.7% | -22.9% | -9.3% |
| All | -8.2% | +14.4% | -22.6% | -9.3% |
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