+37.5%
VWO vs GTLB
-50.8%
+88.4%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.2% | -0.5% |
| 7D | +0.2% | -6.6% | +6.7% | +0.7% |
| 30D | +0.9% | +13.7% | -12.9% | -0.2% |
| 3M | +4.3% | +52.9% | -48.6% | +0.5% |
| 6M | +10.5% | +88.5% | -77.9% | +4.3% |
| YTD | +13.4% | +23.4% | -10.1% | +10.5% |
| 1Y | +18.6% | -3.8% | +22.4% | +17.7% |
| 3Y | +65.8% | -11.5% | +77.3% | +61.5% |
| All | +37.5% | -50.8% | +88.4% | +27.7% |
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 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