+75.1%
VUG vs GTLB
-49.8%
+124.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.2% | -0.2% |
| 7D | +4.4% | -3.5% | +7.9% | +5.0% |
| 30D | -7.3% | -9.0% | +1.6% | -6.0% |
| 3M | -4.2% | +15.9% | -20.1% | -6.9% |
| 6M | -1.6% | +104.9% | -106.4% | -13.4% |
| YTD | +4.9% | +26.0% | -21.1% | -1.1% |
| 1Y | +3.8% | +1.8% | +2.0% | +1.1% |
| 3Y | +79.4% | +6.0% | +73.4% | +66.3% |
| 5Y | +63.9% | -62.2% | +126.1% | +50.6% |
| All | +75.1% | -49.8% | +124.9% | +60.3% |
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