+63.4%
VSH vs GTLB
+6.1%
+57.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | 0.0% | -5.1% | -5.1% |
| 7D | -13.6% | -9.7% | -4.0% | -14.0% |
| 30D | -30.4% | +1.7% | -32.0% | -30.1% |
| 3M | -33.3% | +43.6% | -76.8% | -31.9% |
| 6M | -15.1% | +113.0% | -128.0% | -10.8% |
| YTD | +80.2% | +39.5% | +40.7% | +81.7% |
| 1Y | +63.4% | +12.6% | +50.7% | +58.9% |
| All | +63.4% | +6.1% | +57.3% | +58.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling