+114.5%
GBCI vs VT
+221.4%
-107.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -0.7% |
| 7D | +2.0% | +1.0% | +1.0% | +0.7% |
| 30D | -5.2% | -0.2% | -4.9% | -4.9% |
| 3M | -1.3% | +4.5% | -5.8% | -6.7% |
| 6M | +7.6% | +14.1% | -6.5% | -8.9% |
| YTD | +6.4% | +14.8% | -8.4% | -10.6% |
| 1Y | -4.1% | +21.2% | -25.3% | -24.6% |
| 3Y | +77.3% | +76.6% | +0.8% | -10.5% |
| 5Y | +4.9% | +66.6% | -61.7% | -43.0% |
| 10Y | +114.5% | +222.3% | -107.8% | -47.4% |
| All | +114.5% | +221.4% | -107.0% | -47.4% |
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