-14.1%
GBAB vs VT
+57.5%
-71.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.1% |
| 7D | -1.2% | -0.1% | -1.1% | -1.2% |
| 30D | +3.2% | -3.1% | +6.3% | +4.2% |
| 3M | -6.3% | -3.5% | -2.8% | -5.3% |
| 6M | -5.2% | +0.5% | -5.7% | -5.5% |
| YTD | -6.2% | +10.8% | -16.9% | -9.4% |
| 1Y | -8.3% | +11.9% | -20.2% | -11.8% |
| 3Y | +15.3% | +73.0% | -57.7% | -4.2% |
| 5Y | -14.1% | +58.6% | -72.7% | -28.6% |
| All | -14.1% | +57.5% | -71.7% | -28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling