+63.4%
VT vs GTLB
-50.5%
+113.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.4% |
| 7D | -0.1% | -10.9% | +10.8% | +1.0% |
| 30D | -3.1% | -15.3% | +12.2% | -1.5% |
| 3M | -3.5% | +14.6% | -18.1% | -5.1% |
| 6M | +0.5% | +79.6% | -79.1% | -6.1% |
| YTD | +10.8% | +24.3% | -13.5% | +6.9% |
| 1Y | +11.9% | +1.0% | +10.9% | +10.2% |
| 3Y | +73.0% | +4.6% | +68.4% | +64.7% |
| 5Y | +58.6% | -63.7% | +122.3% | +48.9% |
| All | +63.4% | -50.5% | +113.9% | +52.7% |
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