-89.7%
GBR vs VT
+371.8%
-461.5%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.2% | -3.4% |
| 7D | 0.0% | +1.0% | -1.0% | -0.7% |
| 30D | +13.2% | -0.2% | +13.5% | +13.4% |
| 3M | +5.5% | +4.5% | +0.9% | +1.5% |
| 6M | -28.0% | +14.1% | -42.1% | -35.8% |
| YTD | +2.7% | +14.8% | -12.1% | -8.7% |
| 1Y | -21.4% | +21.2% | -42.6% | -33.0% |
| 3Y | -35.8% | +76.6% | -112.4% | -59.2% |
| 5Y | -81.4% | +66.6% | -148.0% | -87.6% |
| 10Y | -83.6% | +222.3% | -305.9% | -92.3% |
| All | -89.7% | +371.8% | -461.5% | -96.2% |
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