+47.5%
VMC vs GTLB
-50.8%
+98.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.7% | -1.5% | -3.1% |
| 7D | -5.3% | -6.6% | +1.3% | -4.6% |
| 30D | -12.3% | +13.7% | -26.0% | -13.6% |
| 3M | -10.3% | +52.9% | -63.2% | -14.6% |
| 6M | -8.6% | +88.5% | -97.0% | -15.6% |
| YTD | -11.9% | +23.4% | -35.3% | -14.9% |
| 1Y | -13.9% | -3.8% | -10.1% | -14.8% |
| 3Y | +18.2% | -11.5% | +29.7% | +14.4% |
| All | +47.5% | -50.8% | +98.4% | +40.8% |
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 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