+35.6%
VSH vs GTLB
-8.4%
+44.1%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.4% | +4.3% | 0.0% |
| 7D | +6.2% | +4.6% | +1.6% | +5.2% |
| 30D | -11.1% | +21.0% | -32.1% | -14.8% |
| 3M | -44.9% | +51.7% | -96.6% | -49.8% |
| 6M | +90.0% | +89.3% | +0.7% | +62.3% |
| YTD | +118.8% | +25.6% | +93.2% | +105.6% |
| 1Y | +109.0% | -1.5% | +110.5% | +108.8% |
| 3Y | +35.6% | -9.9% | +45.6% | +30.3% |
| All | +35.6% | -8.4% | +44.1% | +30.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling