+400.7%
GBCI vs VT
+374.2%
+26.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -0.1% | +0.4% | -0.6% | -0.6% |
| 30D | -6.3% | +1.0% | -7.3% | -7.4% |
| 3M | -0.1% | +2.4% | -2.5% | -3.3% |
| 6M | +5.0% | +12.0% | -7.0% | -8.8% |
| YTD | +7.7% | +15.3% | -7.6% | -9.5% |
| 1Y | -3.2% | +22.6% | -25.8% | -24.5% |
| 3Y | +64.4% | +74.7% | -10.3% | -14.4% |
| 5Y | +4.0% | +66.1% | -62.1% | -42.5% |
| 10Y | +115.3% | +225.0% | -109.7% | -44.5% |
| All | +400.7% | +374.2% | +26.5% | +3.8% |
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