+75.8%
VT vs GTLB
+0.5%
+75.3%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.1% |
| 7D | +0.4% | +11.1% | -10.6% | -0.6% |
| 30D | +1.0% | +37.8% | -36.8% | -2.1% |
| 3M | +2.4% | +61.6% | -59.2% | -2.4% |
| 6M | +12.0% | +98.9% | -86.9% | +4.0% |
| YTD | +15.3% | +32.8% | -17.4% | +11.6% |
| 1Y | +22.6% | +14.7% | +7.9% | +20.1% |
| All | +75.8% | +0.5% | +75.3% | +68.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling