+821.7%
VRT vs GTLB
-49.8%
+871.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +18.6% | -3.5% | +22.1% | +19.6% |
| 30D | -11.7% | -9.0% | -2.7% | -9.4% |
| 3M | -27.3% | +15.9% | -43.1% | -30.5% |
| 6M | -42.9% | +104.9% | -147.7% | -54.0% |
| YTD | +29.5% | +26.0% | +3.5% | +16.2% |
| 1Y | +21.0% | +1.8% | +19.3% | +15.5% |
| 3Y | +403.1% | +6.0% | +397.1% | +356.9% |
| 5Y | +688.8% | -62.2% | +751.0% | +639.1% |
| All | +821.7% | -49.8% | +871.5% | +758.5% |
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