+17.1%
GBAB vs VT
+69.7%
-52.6%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | +3.1% | -2.3% | +5.5% | +3.8% |
| 30D | +7.1% | -5.0% | +12.1% | +8.8% |
| 3M | -2.9% | -4.9% | +1.9% | -1.5% |
| 6M | -2.9% | -1.5% | -1.3% | -2.6% |
| YTD | -3.7% | +8.5% | -12.2% | -6.4% |
| 1Y | -5.6% | +11.4% | -16.9% | -8.8% |
| 3Y | +17.1% | +70.1% | -52.9% | -7.0% |
| All | +17.1% | +69.7% | -52.6% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling