+82.0%
VUG vs GTLB
-47.1%
+129.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.5% | -0.7% |
| 7D | -0.1% | +11.1% | -11.2% | -1.8% |
| 30D | -0.3% | +37.8% | -38.1% | -5.6% |
| 3M | -0.7% | +61.6% | -62.3% | -8.6% |
| 6M | +14.6% | +98.9% | -84.3% | +1.1% |
| YTD | +9.0% | +32.8% | -23.8% | +2.2% |
| 1Y | +14.9% | +14.7% | +0.2% | +9.6% |
| 3Y | +86.0% | +1.3% | +84.7% | +73.7% |
| All | +82.0% | -47.1% | +129.1% | +65.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling