+1,055.5%
VRT vs GTLB
-50.8%
+1,106.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.7% | -7.9% | -9.2% |
| 7D | +2.4% | -6.6% | +9.0% | +4.1% |
| 30D | -2.7% | +13.7% | -16.4% | -6.3% |
| 3M | -9.2% | +52.9% | -62.1% | -19.9% |
| 6M | -0.5% | +88.5% | -89.0% | -19.3% |
| YTD | +62.3% | +23.4% | +38.9% | +46.8% |
| 1Y | +109.6% | -3.8% | +113.4% | +102.2% |
| 3Y | +573.1% | -11.5% | +584.6% | +542.6% |
| All | +1,055.5% | -50.8% | +1,106.3% | +984.7% |
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