+12.2%
GBX vs VT
+57.0%
-44.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -0.9% |
| 7D | +0.6% | +2.4% | -1.8% | -1.9% |
| 30D | +6.3% | -1.5% | +7.8% | +7.8% |
| 3M | -9.3% | -4.1% | -5.1% | -5.3% |
| 6M | -15.5% | +0.6% | -16.1% | -16.7% |
| YTD | -8.9% | +11.0% | -19.9% | -20.1% |
| 1Y | +0.7% | +13.3% | -12.6% | -13.8% |
| 3Y | +25.0% | +73.4% | -48.4% | -33.0% |
| All | +12.2% | +57.0% | -44.8% | -33.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling