+79.0%
VSH vs GTLB
-47.1%
+126.1%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.1% | +3.4% | +4.3% |
| 7D | +4.1% | +11.1% | -7.0% | +2.4% |
| 30D | -4.2% | +37.8% | -42.0% | -8.8% |
| 3M | -50.0% | +61.6% | -111.5% | -53.7% |
| 6M | +80.2% | +98.9% | -18.7% | +59.8% |
| YTD | +121.1% | +32.8% | +88.3% | +107.8% |
| 1Y | +112.0% | +14.7% | +97.3% | +103.1% |
| 3Y | +22.5% | +1.3% | +21.2% | +17.0% |
| All | +79.0% | -47.1% | +126.1% | +66.8% |
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 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