+1,133.0%
VRT vs GTLB
-47.1%
+1,180.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.1% | +3.3% | +4.1% |
| 7D | +9.1% | +11.1% | -1.9% | +6.1% |
| 30D | +0.9% | +37.8% | -36.9% | -7.5% |
| 3M | -13.4% | +61.6% | -75.0% | -24.6% |
| 6M | +11.7% | +98.9% | -87.2% | -10.5% |
| YTD | +73.2% | +32.8% | +40.5% | +53.9% |
| 1Y | +123.4% | +14.7% | +108.8% | +104.9% |
| 3Y | +606.2% | +1.3% | +604.8% | +551.5% |
| All | +1,133.0% | -47.1% | +1,180.2% | +1,037.2% |
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