+191.0%
GBX vs VT
+356.5%
-165.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -0.8% |
| 7D | +0.6% | +2.4% | -1.8% | -3.1% |
| 30D | +6.3% | -1.5% | +7.8% | +8.4% |
| 3M | -9.3% | -4.1% | -5.1% | -3.7% |
| 6M | -15.5% | +0.6% | -16.1% | -17.6% |
| YTD | -8.9% | +11.0% | -19.9% | -24.8% |
| 1Y | +0.7% | +13.3% | -12.6% | -19.6% |
| 3Y | +25.0% | +73.4% | -48.4% | -49.4% |
| 5Y | +12.7% | +57.4% | -44.7% | -47.7% |
| 10Y | +55.4% | +221.7% | -166.3% | -77.9% |
| All | +191.0% | +356.5% | -165.5% | -70.8% |
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 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