+649.0%
VST vs GTLB
-49.8%
+698.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | +19.2% | -3.5% | +22.6% | +19.6% |
| 30D | -17.2% | -9.0% | -8.2% | -16.3% |
| 3M | -8.1% | +15.9% | -24.0% | -10.0% |
| 6M | -8.1% | +104.9% | -113.0% | -16.4% |
| YTD | -16.3% | +26.0% | -42.2% | -19.8% |
| 1Y | -24.1% | +1.8% | -25.9% | -25.5% |
| 3Y | +300.2% | +6.0% | +294.2% | +289.5% |
| 5Y | +645.9% | -62.2% | +708.1% | +600.7% |
| All | +649.0% | -49.8% | +698.8% | +602.3% |
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 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