+12.5%
VUG vs GTLB
-1.8%
+14.3%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -0.7% |
| 7D | -1.9% | -4.1% | +2.2% | -1.6% |
| 30D | -1.6% | +12.3% | -13.9% | -2.6% |
| 3M | +4.4% | +65.9% | -61.5% | 0.0% |
| 6M | +13.2% | +104.0% | -90.8% | +6.0% |
| YTD | +7.5% | +26.0% | -18.5% | +5.0% |
| 1Y | +12.5% | -3.5% | +16.0% | +13.8% |
| All | +12.5% | -1.8% | +14.3% | +13.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling