+57.5%
VT vs GTLB
-62.5%
+120.1%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.2% | -0.4% |
| 7D | +2.4% | -0.7% | +3.1% | +2.4% |
| 30D | -1.5% | -10.2% | +8.7% | -0.5% |
| 3M | -4.1% | +10.1% | -14.2% | -5.3% |
| 6M | +0.6% | +116.5% | -115.9% | -7.9% |
| YTD | +11.0% | +27.2% | -16.1% | +6.8% |
| 1Y | +13.3% | +8.6% | +4.8% | +10.8% |
| 3Y | +73.4% | +5.6% | +67.8% | +64.8% |
| All | +57.5% | -62.5% | +120.1% | +47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling