+594.9%
VST vs GTLB
-49.0%
+643.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -1.8% | +12.4% | +10.8% |
| 7D | -9.8% | -11.1% | +1.3% | -8.6% |
| 30D | -25.1% | -7.5% | -17.6% | -24.6% |
| 3M | -11.6% | +34.8% | -46.4% | -14.9% |
| 6M | -20.9% | +98.0% | -118.9% | -27.8% |
| YTD | -22.3% | +28.1% | -50.4% | -25.7% |
| 1Y | -32.0% | +5.6% | -37.6% | -33.5% |
| 3Y | +262.4% | +15.9% | +246.4% | +250.3% |
| 5Y | +563.4% | -61.1% | +624.4% | +521.9% |
| All | +594.9% | -49.0% | +643.9% | +550.5% |
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