+179.5%
GAB vs VT
+224.5%
-45.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.3% | -0.3% |
| 7D | +0.2% | +0.4% | -0.3% | -0.2% |
| 30D | -0.7% | +1.0% | -1.7% | -1.6% |
| 3M | +4.0% | +2.4% | +1.6% | +1.6% |
| 6M | -0.9% | +12.0% | -13.0% | -11.1% |
| YTD | -2.1% | +15.3% | -17.4% | -14.5% |
| 1Y | +3.0% | +22.6% | -19.6% | -15.2% |
| 3Y | +44.5% | +74.7% | -30.2% | -15.4% |
| 5Y | +35.8% | +66.1% | -30.3% | -17.2% |
| All | +179.5% | +224.5% | -45.0% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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