+79.3%
VTV vs GTLB
-50.1%
+129.5%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.8% |
| 7D | -1.1% | -5.7% | +4.6% | -0.8% |
| 30D | -1.0% | +15.1% | -16.2% | -1.9% |
| 3M | +4.6% | +65.5% | -60.8% | +1.4% |
| 6M | +13.5% | +102.9% | -89.4% | +8.2% |
| YTD | +18.5% | +25.2% | -6.7% | +16.2% |
| 1Y | +22.9% | -5.5% | +28.4% | +22.4% |
| 3Y | +67.8% | -10.9% | +78.7% | +64.6% |
| All | +79.3% | -50.1% | +129.5% | +71.5% |
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