+67.3%
GBX vs VT
+226.9%
-159.6%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.6% | +0.8% |
| 7D | -0.3% | -2.0% | +1.7% | +2.3% |
| 30D | -7.5% | -1.4% | -6.1% | -5.8% |
| 3M | -8.5% | +4.7% | -13.3% | -14.2% |
| 6M | -20.0% | +11.4% | -31.4% | -31.1% |
| YTD | -6.9% | +13.1% | -19.9% | -21.6% |
| 1Y | -4.7% | +19.0% | -23.7% | -25.1% |
| 3Y | +18.2% | +73.9% | -55.8% | -43.0% |
| 5Y | +12.8% | +65.4% | -52.6% | -41.9% |
| All | +67.3% | +226.9% | -159.6% | -62.8% |
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 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