+26.1%
GBIL vs VT
+221.2%
-195.1%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | +0.1% | -0.1% | +0.2% | +0.1% |
| 30D | 0.0% | -3.1% | +3.1% | 0.0% |
| 3M | +0.6% | -3.5% | +4.1% | +0.6% |
| 6M | +1.5% | +0.5% | +1.0% | +1.5% |
| YTD | +2.7% | +10.8% | -8.1% | +2.7% |
| 1Y | +3.3% | +11.9% | -8.6% | +3.3% |
| 3Y | +13.4% | +73.0% | -59.6% | +13.5% |
| 5Y | +19.3% | +58.6% | -39.3% | +19.3% |
| 10Y | +26.1% | +219.2% | -193.1% | +26.3% |
| All | +26.1% | +221.2% | -195.1% | +26.3% |
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