+98.0%
GABF vs VT
+83.5%
+14.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | -0.1% |
| 7D | +1.5% | -2.3% | +3.9% | +3.8% |
| 30D | +4.1% | -5.0% | +9.1% | +9.3% |
| 3M | -4.5% | -4.9% | +0.4% | +0.2% |
| 6M | -1.8% | -1.5% | -0.2% | -0.8% |
| YTD | -5.1% | +8.5% | -13.6% | -13.3% |
| 1Y | -3.0% | +11.4% | -14.4% | -13.7% |
| 3Y | +66.1% | +70.1% | -4.0% | -3.0% |
| All | +98.0% | +83.5% | +14.5% | +6.6% |
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