-51.4%
VG vs GTLB
-25.2%
-26.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.3% |
| 7D | -22.0% | -11.1% | -10.9% | -20.8% |
| 30D | -11.6% | -7.5% | -4.1% | -10.9% |
| 3M | -14.9% | +34.8% | -49.7% | -19.2% |
| 6M | -3.5% | +98.0% | -101.5% | -16.0% |
| YTD | +70.0% | +28.1% | +41.8% | +65.4% |
| 1Y | +50.0% | +5.6% | +44.4% | +54.8% |
| All | -51.4% | -25.2% | -26.1% | -41.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling