+37.2%
GBAB vs VT
+224.4%
-187.1%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.5% |
| 7D | -2.1% | -0.7% | -1.4% | -1.9% |
| 30D | +3.3% | -1.7% | +5.0% | +3.8% |
| 3M | -6.5% | -2.3% | -4.2% | -5.9% |
| 6M | -5.2% | +1.5% | -6.7% | -5.8% |
| YTD | -6.3% | +12.0% | -18.4% | -9.6% |
| 1Y | -8.5% | +12.9% | -21.4% | -11.9% |
| 3Y | +15.1% | +74.9% | -59.9% | -3.3% |
| 5Y | -14.3% | +59.9% | -74.2% | -26.7% |
| 10Y | +37.2% | +224.6% | -187.4% | -7.0% |
| All | +37.2% | +224.4% | -187.1% | -7.0% |
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 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