+136.7%
VGT vs GTLB
-49.8%
+186.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -1.4% |
| 7D | -1.0% | -4.1% | +3.0% | -0.3% |
| 30D | -0.4% | +12.3% | -12.8% | -2.7% |
| 3M | +6.6% | +65.9% | -59.3% | -3.3% |
| 6M | +31.0% | +104.0% | -72.9% | +13.3% |
| YTD | +27.2% | +26.0% | +1.2% | +19.5% |
| 1Y | +34.5% | -3.5% | +37.9% | +31.8% |
| 3Y | +123.1% | -9.6% | +132.8% | +112.6% |
| All | +136.7% | -49.8% | +186.6% | +118.1% |
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