+59.1%
VXUS vs GTLB
-47.1%
+106.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.4% |
| 7D | +1.0% | +11.1% | -10.0% | +0.2% |
| 30D | +2.2% | +37.8% | -35.6% | -0.4% |
| 3M | +3.0% | +61.6% | -58.6% | -1.1% |
| 6M | +10.7% | +98.9% | -88.3% | +4.0% |
| YTD | +17.8% | +32.8% | -14.9% | +14.2% |
| 1Y | +27.6% | +14.7% | +12.9% | +24.8% |
| 3Y | +73.3% | +1.3% | +72.0% | +67.0% |
| All | +59.1% | -47.1% | +106.3% | +48.4% |
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