+75.8%
VXUS vs GTLB
-8.4%
+84.2%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.4% | +5.0% | 0.0% |
| 7D | +1.6% | +4.6% | -3.0% | +1.3% |
| 30D | +1.0% | +21.0% | -20.0% | -0.3% |
| 3M | +5.7% | +51.7% | -46.0% | +2.6% |
| 6M | +13.6% | +89.3% | -75.7% | +8.1% |
| YTD | +17.4% | +25.6% | -8.2% | +15.3% |
| 1Y | +25.1% | -1.5% | +26.6% | +25.1% |
| 3Y | +75.8% | -9.9% | +85.8% | +72.0% |
| All | +75.8% | -8.4% | +84.2% | +72.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling