+75.7%
GIB vs VT
+215.5%
-139.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +0.9% |
| 7D | +3.4% | -2.3% | +5.7% | +5.1% |
| 30D | +20.7% | -5.0% | +25.7% | +25.3% |
| 3M | +12.5% | -4.9% | +17.4% | +16.6% |
| 6M | +25.4% | -1.5% | +26.9% | +25.7% |
| YTD | -9.3% | +8.5% | -17.8% | -16.3% |
| 1Y | -1.3% | +11.4% | -12.6% | -11.0% |
| 3Y | -17.5% | +70.1% | -87.6% | -48.0% |
| 5Y | -7.9% | +53.7% | -61.6% | -37.2% |
| All | +75.7% | +215.5% | -139.8% | -42.0% |
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