+743.4%
VST vs GTLB
-50.0%
+793.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.4% | +7.0% | +2.2% |
| 7D | +9.9% | +4.6% | +5.3% | +9.3% |
| 30D | +7.9% | +21.0% | -13.1% | +5.4% |
| 3M | +3.4% | +51.7% | -48.3% | -1.9% |
| 6M | -4.1% | +89.3% | -93.4% | -12.1% |
| YTD | -5.7% | +25.6% | -31.3% | -9.5% |
| 1Y | -18.9% | -1.5% | -17.3% | -20.0% |
| 3Y | +359.1% | -9.9% | +369.0% | +351.8% |
| All | +743.4% | -50.0% | +793.4% | +692.7% |
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