+957.1%
GABC vs VT
+374.2%
+582.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.5% | +0.5% |
| 7D | +0.2% | +0.4% | -0.3% | -0.1% |
| 30D | -1.4% | +1.0% | -2.4% | -2.0% |
| 3M | +15.1% | +2.4% | +12.7% | +13.0% |
| 6M | +21.9% | +12.0% | +9.9% | +12.8% |
| YTD | +30.3% | +15.3% | +14.9% | +18.3% |
| 1Y | +23.2% | +22.6% | +0.6% | +7.6% |
| 3Y | +86.1% | +74.7% | +11.5% | +30.0% |
| 5Y | +53.7% | +66.1% | -12.5% | +9.9% |
| 10Y | +159.5% | +225.0% | -65.5% | +27.1% |
| All | +957.1% | +374.2% | +582.9% | +334.9% |
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 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