+632.2%
VRT vs GTLB
-64.3%
+696.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.1% | -2.9% |
| 7D | -17.7% | -10.9% | -6.8% | -15.1% |
| 30D | -20.0% | -15.3% | -4.7% | -16.5% |
| 3M | -28.1% | +14.6% | -42.6% | -31.1% |
| 6M | -42.8% | +79.6% | -122.4% | -52.5% |
| YTD | +20.0% | +24.3% | -4.4% | +7.8% |
| 1Y | +3.5% | +1.0% | +2.5% | -1.2% |
| 3Y | +366.1% | +4.6% | +361.5% | +323.4% |
| 5Y | +632.2% | -63.7% | +695.9% | +655.8% |
| All | +632.2% | -64.3% | +696.5% | +655.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling