+99.4%
GBCI vs VT
+222.7%
-123.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | 0.0% |
| 7D | -0.9% | +2.9% | -3.8% | -4.2% |
| 30D | +12.0% | -2.5% | +14.5% | +15.1% |
| 3M | -1.3% | -3.3% | +2.0% | +2.3% |
| 6M | +4.8% | +1.5% | +3.2% | +1.9% |
| YTD | +11.7% | +11.4% | +0.3% | -3.1% |
| 1Y | +15.3% | +11.9% | +3.4% | -0.6% |
| 3Y | +71.9% | +73.9% | -2.0% | -12.3% |
| 5Y | -5.2% | +57.9% | -63.1% | -45.3% |
| All | +99.4% | +222.7% | -123.3% | -54.2% |
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