-13.0%
GBAB vs VT
+53.2%
-66.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.7% | +0.9% |
| 7D | +2.7% | -4.2% | +6.9% | +4.0% |
| 30D | +5.4% | -5.8% | +11.2% | +7.4% |
| 3M | -4.0% | -5.2% | +1.2% | -2.4% |
| 6M | -3.5% | +0.1% | -3.6% | -3.7% |
| YTD | -4.7% | +8.2% | -12.9% | -7.3% |
| 1Y | -7.0% | +10.1% | -17.1% | -10.0% |
| 3Y | +12.3% | +69.7% | -57.4% | -6.2% |
| 5Y | -13.0% | +53.4% | -66.4% | -27.0% |
| All | -13.0% | +53.2% | -66.2% | -27.0% |
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 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