+76.7%
VSH vs GTLB
-49.8%
+126.5%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -1.3% |
| 7D | +3.1% | -4.1% | +7.2% | +3.7% |
| 30D | -5.7% | +12.3% | -18.0% | -7.5% |
| 3M | -42.5% | +65.9% | -108.4% | -47.0% |
| 6M | +82.7% | +104.0% | -21.3% | +61.3% |
| YTD | +118.2% | +26.0% | +92.2% | +106.6% |
| 1Y | +109.7% | -3.5% | +113.2% | +106.6% |
| 3Y | +35.3% | -9.6% | +44.9% | +31.1% |
| All | +76.7% | -49.8% | +126.5% | +65.9% |
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 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