+139.6%
VGT vs GTLB
-50.1%
+189.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.3% |
| 7D | -0.2% | -5.7% | +5.5% | +0.8% |
| 30D | -0.4% | +15.1% | -15.6% | -3.1% |
| 3M | +4.4% | +65.5% | -61.0% | -5.3% |
| 6M | +32.1% | +102.9% | -70.8% | +14.3% |
| YTD | +28.8% | +25.2% | +3.6% | +21.0% |
| 1Y | +35.3% | -5.5% | +40.9% | +33.2% |
| 3Y | +124.8% | -10.9% | +135.6% | +114.7% |
| All | +139.6% | -50.1% | +189.7% | +121.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling