+55.0%
VMC vs GTLB
-47.1%
+102.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.1% | +0.8% |
| 7D | -4.3% | +11.1% | -15.4% | -5.4% |
| 30D | -8.2% | +37.8% | -46.1% | -11.5% |
| 3M | -7.0% | +61.6% | -68.6% | -12.1% |
| 6M | -10.8% | +98.9% | -109.7% | -18.1% |
| YTD | -7.4% | +32.8% | -40.2% | -11.3% |
| 1Y | -9.5% | +14.7% | -24.1% | -12.2% |
| 3Y | +20.5% | +1.3% | +19.1% | +14.9% |
| All | +55.0% | -47.1% | +102.2% | +46.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling