-79.0%
VFC vs GTLB
-50.0%
-29.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.4% | +3.5% | -0.8% |
| 7D | +0.8% | +4.6% | -3.7% | -0.1% |
| 30D | -11.9% | +21.0% | -32.9% | -15.4% |
| 3M | -20.2% | +51.7% | -71.9% | -26.9% |
| 6M | -23.0% | +89.3% | -112.3% | -33.4% |
| YTD | -26.2% | +25.6% | -51.9% | -31.2% |
| 1Y | -13.3% | -1.5% | -11.8% | -15.8% |
| 3Y | -25.5% | -9.9% | -15.5% | -28.5% |
| All | -79.0% | -50.0% | -29.0% | -81.4% |
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