+2.6%
VMC vs GTLB
+6.1%
-3.5%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | 0.0% | +4.6% | +4.6% |
| 7D | +12.3% | -9.7% | +22.0% | +12.6% |
| 30D | +21.2% | +1.7% | +19.5% | +21.0% |
| 3M | +4.6% | +43.6% | -38.9% | +3.8% |
| 6M | +3.9% | +113.0% | -109.1% | +3.2% |
| YTD | +5.0% | +39.5% | -34.6% | +7.0% |
| 1Y | +2.6% | +12.6% | -10.0% | +5.4% |
| All | +2.6% | +6.1% | -3.5% | +5.4% |
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 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