+391.8%
GAB vs VT
+374.2%
+17.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.3% | -0.3% |
| 7D | +0.2% | +0.4% | -0.3% | -0.3% |
| 30D | -0.7% | +1.0% | -1.7% | -1.6% |
| 3M | +4.0% | +2.4% | +1.6% | +1.5% |
| 6M | -0.9% | +12.0% | -13.0% | -11.5% |
| YTD | -2.1% | +15.3% | -17.4% | -15.0% |
| 1Y | +3.0% | +22.6% | -19.6% | -15.7% |
| 3Y | +44.5% | +74.7% | -30.2% | -16.6% |
| 5Y | +35.8% | +66.1% | -30.3% | -18.7% |
| 10Y | +181.9% | +225.0% | -43.1% | -13.1% |
| All | +391.8% | +374.2% | +17.6% | +3.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling