-99.8%
GIBO vs VT
+69.0%
-168.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -4.1% | +16.5% | +17.1% |
| 7D | +71.1% | -4.2% | +75.3% | +78.3% |
| 30D | +184.2% | -5.8% | +190.0% | +202.6% |
| 3M | +317.5% | -5.2% | +322.7% | +341.3% |
| 6M | +285.6% | +0.1% | +285.5% | +340.3% |
| YTD | +147.0% | +8.2% | +138.8% | +185.6% |
| 1Y | +142.8% | +10.1% | +132.7% | +182.2% |
| 3Y | -99.8% | +69.7% | -169.4% | -99.7% |
| All | -99.8% | +69.0% | -168.7% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling