+639.0%
GIB vs VT
+374.2%
+264.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -1.5% | +0.4% | -1.9% | -1.8% |
| 30D | +1.6% | +1.0% | +0.6% | +0.9% |
| 3M | +9.4% | +2.4% | +7.0% | +7.0% |
| 6M | +1.2% | +12.0% | -10.8% | -7.7% |
| YTD | -19.8% | +15.3% | -35.1% | -28.5% |
| 1Y | -22.3% | +22.6% | -44.9% | -33.9% |
| 3Y | -28.4% | +74.7% | -103.1% | -53.5% |
| 5Y | -19.2% | +66.1% | -85.4% | -45.6% |
| 10Y | +48.6% | +225.0% | -176.4% | -38.7% |
| All | +639.0% | +374.2% | +264.8% | +147.0% |
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 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