+57.3%
VXUS vs GTLB
-50.8%
+108.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +1.0% | -0.6% |
| 7D | +0.3% | -6.6% | +6.9% | +0.8% |
| 30D | +0.7% | +13.7% | -13.1% | -0.4% |
| 3M | +4.8% | +52.9% | -48.2% | +1.0% |
| 6M | +11.3% | +88.5% | -77.2% | +5.1% |
| YTD | +16.5% | +23.4% | -6.9% | +13.6% |
| 1Y | +24.3% | -3.8% | +28.1% | +23.4% |
| 3Y | +74.5% | -11.5% | +86.0% | +70.0% |
| All | +57.3% | -50.8% | +108.2% | +47.5% |
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 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