+460.4%
GIC vs VT
+345.0%
+115.4%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.3% | +3.2% |
| 7D | +6.6% | -4.2% | +10.7% | +11.1% |
| 30D | +8.6% | -5.8% | +14.4% | +15.1% |
| 3M | +22.7% | -5.2% | +27.9% | +29.2% |
| 6M | +46.1% | +0.1% | +46.0% | +44.4% |
| YTD | +65.7% | +8.2% | +57.4% | +51.3% |
| 1Y | +76.9% | +10.1% | +66.8% | +58.7% |
| 3Y | +50.4% | +69.7% | -19.2% | -13.0% |
| 5Y | +32.9% | +53.4% | -20.5% | -13.9% |
| 10Y | +1,154.6% | +219.2% | +935.4% | +299.8% |
| All | +460.4% | +345.0% | +115.4% | +42.7% |
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 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