-69.2%
VFC vs GTLB
-61.5%
-7.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.9% | -2.9% |
| 7D | -1.4% | -3.5% | +2.1% | -0.8% |
| 30D | +24.6% | -9.0% | +33.6% | +26.7% |
| 3M | +38.4% | +15.9% | +22.6% | +33.5% |
| 6M | +15.3% | +104.9% | -89.6% | -2.1% |
| YTD | +12.7% | +26.0% | -13.2% | +4.4% |
| 1Y | +32.7% | +1.8% | +30.9% | +27.9% |
| 3Y | +43.7% | +6.0% | +37.7% | +33.6% |
| 5Y | -69.2% | -62.2% | -7.0% | -71.9% |
| All | -69.2% | -61.5% | -7.6% | -71.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling