+729.9%
VST vs GTLB
-47.1%
+777.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.1% | +2.5% | +3.4% |
| 7D | +8.9% | +11.1% | -2.1% | +7.6% |
| 30D | +6.2% | +37.8% | -31.6% | +2.2% |
| 3M | -2.7% | +61.6% | -64.3% | -8.4% |
| 6M | -8.4% | +98.9% | -107.3% | -16.4% |
| YTD | -7.2% | +32.8% | -40.0% | -11.5% |
| 1Y | -20.9% | +14.7% | -35.6% | -23.4% |
| 3Y | +384.0% | +1.3% | +382.6% | +371.6% |
| All | +729.9% | -47.1% | +777.1% | +675.4% |
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