+41.4%
GBLI vs VT
+371.8%
-330.4%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.5% | -5.6% | -5.6% |
| 7D | -1.7% | +1.0% | -2.7% | -2.5% |
| 30D | +2.0% | -0.2% | +2.2% | +2.3% |
| 3M | +9.4% | +4.5% | +4.9% | +4.9% |
| 6M | +2.7% | +14.1% | -11.4% | -9.5% |
| YTD | +3.1% | +14.8% | -11.6% | -9.8% |
| 1Y | +2.9% | +21.2% | -18.3% | -14.6% |
| 3Y | -7.7% | +76.6% | -84.3% | -47.6% |
| 5Y | +32.5% | +66.6% | -34.1% | -24.4% |
| 10Y | +33.9% | +222.3% | -188.4% | -61.9% |
| All | +41.4% | +371.8% | -330.4% | -74.2% |
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 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