+123.7%
GBAB price history and return analytics
+380.8%
-257.2%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -0.8% |
| 7D | +0.9% | +0.4% | +0.6% | +0.8% |
| 30D | +5.5% | -2.6% | +8.1% | +6.0% |
| 3M | -4.2% | -3.2% | -1.0% | -3.6% |
| 6M | -3.1% | +0.9% | -4.0% | -3.4% |
| YTD | -4.0% | +11.3% | -15.3% | -6.1% |
| 1Y | -6.0% | +14.0% | -20.0% | -8.4% |
| 3Y | +18.3% | +75.8% | -57.6% | +5.9% |
| 5Y | -13.3% | +57.8% | -71.1% | -21.5% |
| 10Y | +35.5% | +219.8% | -184.3% | +11.9% |
| All | +123.7% | +380.8% | -257.2% | +83.1% |
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