+48.1%
VXUS vs GTLB
-63.6%
+111.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.8% |
| 7D | -0.5% | -9.6% | +9.1% | +0.3% |
| 30D | -1.2% | -15.5% | +14.3% | 0.0% |
| 3M | -3.8% | +12.4% | -16.2% | -4.9% |
| 6M | -1.7% | +84.6% | -86.2% | -7.0% |
| YTD | +11.4% | +26.1% | -14.7% | +8.2% |
| 1Y | +13.3% | +1.7% | +11.6% | +12.0% |
| 3Y | +70.0% | +6.1% | +63.9% | +63.0% |
| 5Y | +48.1% | -61.1% | +109.2% | +39.1% |
| All | +48.1% | -63.6% | +111.7% | +39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling