+38.6%
GBLI vs VT
+229.8%
-191.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.6% |
| 7D | -2.8% | -1.1% | -1.7% | -2.1% |
| 30D | +5.2% | -1.0% | +6.2% | +6.0% |
| 3M | +15.8% | +3.2% | +12.6% | +13.3% |
| 6M | +2.4% | +12.5% | -10.1% | -5.7% |
| YTD | +6.7% | +14.1% | -7.4% | -2.8% |
| 1Y | +6.1% | +18.9% | -12.8% | -6.3% |
| 3Y | -4.5% | +74.1% | -78.6% | -37.1% |
| 5Y | +36.3% | +66.9% | -30.6% | -9.2% |
| All | +38.6% | +229.8% | -191.2% | -52.1% |
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