+201.6%
GBX vs VT
+374.2%
-172.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -5.8% | +0.4% | -6.2% | -6.4% |
| 30D | -13.0% | +1.0% | -13.9% | -14.3% |
| 3M | -7.0% | +2.4% | -9.4% | -11.1% |
| 6M | -22.7% | +12.0% | -34.7% | -36.3% |
| YTD | -5.6% | +15.3% | -20.9% | -26.1% |
| 1Y | -5.4% | +22.6% | -28.0% | -32.9% |
| 3Y | +7.2% | +74.7% | -67.5% | -56.5% |
| 5Y | +10.7% | +66.1% | -55.4% | -52.5% |
| 10Y | +71.9% | +225.0% | -153.1% | -75.7% |
| All | +201.6% | +374.2% | -172.6% | -71.3% |
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