+726.5%
GIB vs VT
+345.0%
+381.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.1% | +4.2% | +3.1% |
| 7D | +3.5% | -4.2% | +7.7% | +6.6% |
| 30D | +18.3% | -5.8% | +24.1% | +23.4% |
| 3M | +13.6% | -5.2% | +18.9% | +17.9% |
| 6M | +23.5% | +0.1% | +23.3% | +22.3% |
| YTD | -10.3% | +8.2% | -18.5% | -16.5% |
| 1Y | -7.6% | +10.1% | -17.7% | -15.1% |
| 3Y | -17.7% | +69.7% | -87.4% | -45.6% |
| 5Y | -8.9% | +53.4% | -62.3% | -35.2% |
| 10Y | +76.4% | +219.2% | -142.8% | -26.4% |
| All | +726.5% | +345.0% | +381.5% | +188.7% |
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