-99.7%
GIBO vs VT
+74.4%
-174.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.3% | -0.5% | -21.8% | -21.7% |
| 7D | +56.8% | -0.1% | +56.9% | +56.7% |
| 30D | +141.6% | -3.1% | +144.7% | +150.5% |
| 3M | +413.5% | -3.5% | +417.0% | +435.1% |
| 6M | +359.5% | +0.5% | +359.0% | +414.0% |
| YTD | +194.3% | +10.8% | +183.5% | +234.7% |
| 1Y | +223.6% | +11.9% | +211.7% | +269.6% |
| 3Y | -99.7% | +73.0% | -172.7% | -99.7% |
| All | -99.7% | +74.4% | -174.2% | -99.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling