+36.5%
GBAB vs VT
+221.8%
-185.2%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -4.1% | +2.4% | -6.4% | -4.7% |
| 30D | +2.5% | -1.5% | +4.0% | +2.9% |
| 3M | -8.6% | -4.1% | -4.5% | -7.5% |
| 6M | -5.8% | +0.6% | -6.3% | -6.1% |
| YTD | -7.7% | +11.0% | -18.7% | -10.7% |
| 1Y | -10.4% | +13.3% | -23.7% | -13.9% |
| 3Y | +13.2% | +73.4% | -60.2% | -4.6% |
| 5Y | -15.4% | +57.4% | -72.9% | -27.3% |
| All | +36.5% | +221.8% | -185.2% | -6.5% |
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