+35.3%
VGT vs GTLB
-4.2%
+39.6%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.3% |
| 7D | -0.2% | -5.7% | +5.5% | +0.4% |
| 30D | -0.4% | +15.1% | -15.6% | -1.9% |
| 3M | +4.4% | +65.5% | -61.0% | -1.1% |
| 6M | +32.1% | +102.9% | -70.8% | +21.3% |
| YTD | +28.8% | +25.2% | +3.6% | +25.7% |
| 1Y | +35.3% | -5.5% | +40.9% | +38.8% |
| All | +35.3% | -4.2% | +39.6% | +38.8% |
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