+55.6%
VFC vs GTLB
+6.1%
+49.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.4% | +4.4% |
| 7D | +21.5% | -9.7% | +31.1% | +21.9% |
| 30D | +46.7% | +1.7% | +45.0% | +46.4% |
| 3M | +38.4% | +43.6% | -5.2% | +36.5% |
| 6M | +15.2% | +113.0% | -97.8% | +11.6% |
| YTD | +17.8% | +39.5% | -21.7% | +11.8% |
| 1Y | +55.6% | +12.6% | +42.9% | +42.6% |
| All | +55.6% | +6.1% | +49.5% | +42.6% |
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