+128.5%
GBAB vs VT
+398.2%
-269.7%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -1.1% | +0.4% | -1.5% | -1.2% |
| 30D | -1.3% | +1.0% | -2.2% | -1.5% |
| 3M | -0.4% | +2.4% | -2.8% | -0.9% |
| 6M | -5.7% | +12.0% | -17.7% | -7.8% |
| YTD | -2.0% | +15.3% | -17.3% | -4.7% |
| 1Y | -2.9% | +22.6% | -25.5% | -6.7% |
| 3Y | +19.9% | +74.7% | -54.8% | +7.5% |
| 5Y | -13.2% | +66.1% | -79.3% | -22.1% |
| 10Y | +26.2% | +225.0% | -198.8% | +3.5% |
| All | +128.5% | +398.2% | -269.7% | +85.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling