-20.2%
VST vs GTLB
+8.6%
-28.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.1% | +2.5% | +3.5% |
| 7D | +8.9% | +11.1% | -2.1% | +8.3% |
| 30D | +6.2% | +37.8% | -31.6% | +4.5% |
| 3M | -2.7% | +61.6% | -64.3% | -5.1% |
| 6M | -8.4% | +98.9% | -107.3% | -12.6% |
| YTD | -7.2% | +32.8% | -40.0% | -7.8% |
| All | -20.2% | +8.6% | -28.8% | -13.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling