+84.8%
VOO vs GTLB
-50.1%
+134.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.9% |
| 7D | -0.8% | -5.7% | +4.9% | -0.2% |
| 30D | -1.1% | +15.1% | -16.2% | -2.7% |
| 3M | +3.9% | +65.5% | -61.6% | -2.0% |
| 6M | +13.6% | +102.9% | -89.3% | +4.1% |
| YTD | +12.7% | +25.2% | -12.5% | +8.6% |
| 1Y | +17.6% | -5.5% | +23.1% | +16.5% |
| 3Y | +77.3% | -10.9% | +88.2% | +71.5% |
| All | +84.8% | -50.1% | +134.9% | +72.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling