+1,117.5%
GIC vs VT
+215.5%
+902.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.9% |
| 7D | +7.0% | -2.3% | +9.3% | +9.6% |
| 30D | +7.8% | -5.0% | +12.7% | +13.5% |
| 3M | +17.8% | -4.9% | +22.7% | +23.8% |
| 6M | +58.6% | -1.5% | +60.2% | +59.7% |
| YTD | +62.9% | +8.5% | +54.4% | +47.3% |
| 1Y | +75.9% | +11.4% | +64.5% | +54.4% |
| 3Y | +44.7% | +70.1% | -25.4% | -20.7% |
| 5Y | +30.7% | +53.7% | -23.0% | -19.6% |
| All | +1,117.5% | +215.5% | +902.0% | +196.9% |
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