+6.5%
VNQ vs GTLB
-49.8%
+56.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -1.0% |
| 7D | -2.6% | -4.1% | +1.4% | -2.3% |
| 30D | -2.3% | +12.3% | -14.7% | -3.4% |
| 3M | -2.8% | +65.9% | -68.7% | -7.1% |
| 6M | +2.5% | +104.0% | -101.5% | -4.3% |
| YTD | +8.4% | +26.0% | -17.6% | +5.3% |
| 1Y | +6.8% | -3.5% | +10.3% | +5.8% |
| 3Y | +29.9% | -9.6% | +39.6% | +26.0% |
| All | +6.5% | -49.8% | +56.3% | 0.0% |
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 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