+64.8%
VMC vs GTLB
-49.4%
+114.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.5% | -0.7% |
| 7D | -1.3% | -0.7% | -0.5% | -1.2% |
| 30D | +15.5% | -10.2% | +25.7% | +16.7% |
| 3M | +0.6% | +10.1% | -9.5% | -0.8% |
| 6M | +2.1% | +116.5% | -114.4% | -6.9% |
| YTD | -1.6% | +27.2% | -28.7% | -5.5% |
| 1Y | -1.2% | +8.6% | -9.7% | -3.5% |
| 3Y | +35.3% | +5.6% | +29.8% | +28.3% |
| 5Y | +43.6% | -61.8% | +105.4% | +38.4% |
| All | +64.8% | -49.4% | +114.1% | +56.4% |
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 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