-15.6%
VMC vs GTLB
-4.2%
-11.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.5% | +0.9% |
| 7D | -3.8% | -5.7% | +1.9% | -3.7% |
| 30D | -9.7% | +15.1% | -24.8% | -9.8% |
| 3M | -9.6% | +65.5% | -75.1% | -9.8% |
| 6M | -4.8% | +102.9% | -107.7% | -4.8% |
| YTD | -10.9% | +25.2% | -36.1% | -9.7% |
| 1Y | -15.6% | -5.5% | -10.1% | -13.0% |
| All | -15.6% | -4.2% | -11.4% | -13.0% |
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 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