+970.0%
GIC vs VT
+224.4%
+745.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -1.5% |
| 7D | -0.9% | -0.7% | -0.2% | -0.4% |
| 30D | +8.1% | -1.7% | +9.9% | +9.9% |
| 3M | +20.7% | -2.3% | +23.0% | +23.3% |
| 6M | +67.0% | +1.5% | +65.5% | +62.9% |
| YTD | +65.6% | +12.0% | +53.5% | +44.6% |
| 1Y | +81.5% | +12.9% | +68.7% | +57.2% |
| 3Y | +42.2% | +74.9% | -32.7% | -24.4% |
| 5Y | +25.0% | +59.9% | -34.9% | -26.3% |
| 10Y | +970.0% | +224.6% | +745.3% | +137.5% |
| All | +970.0% | +224.4% | +745.6% | +137.5% |
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