-4.6%
GBAB price history and return analytics
+20.4%
-25.0%
-10.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.6% |
| 7D | -0.2% | -0.1% | -0.1% | -0.2% |
| 30D | -2.6% | -0.7% | -1.9% | -2.3% |
| 3M | -0.8% | +4.0% | -4.8% | -2.5% |
| 6M | -5.4% | +12.3% | -17.7% | -11.5% |
| YTD | -2.5% | +14.0% | -16.5% | -9.2% |
| 1Y | -4.6% | +20.3% | -24.9% | -12.7% |
| All | -4.6% | +20.4% | -25.0% | -12.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling