+35.8%
GIAX vs VT
+46.8%
-11.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +1.3% |
| 7D | +3.9% | +1.0% | +2.9% | +2.6% |
| 30D | +3.6% | -0.2% | +3.9% | +4.0% |
| 3M | -0.6% | +4.5% | -5.2% | -5.6% |
| 6M | +22.6% | +14.1% | +8.6% | +5.8% |
| YTD | +17.2% | +14.8% | +2.4% | +0.7% |
| 1Y | +19.5% | +21.2% | -1.7% | -2.9% |
| All | +35.8% | +46.8% | -11.0% | -10.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling