+23.5%
GIGB vs VT
+186.7%
-163.2%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | +0.1% | +1.0% | -0.9% | -0.1% |
| 30D | -0.5% | -0.2% | -0.3% | -0.5% |
| 3M | -0.7% | +4.5% | -5.3% | -1.4% |
| 6M | -1.1% | +14.1% | -15.2% | -3.2% |
| YTD | -0.4% | +14.8% | -15.2% | -2.7% |
| 1Y | +0.1% | +21.2% | -21.1% | -3.0% |
| 3Y | +16.0% | +76.6% | -60.6% | +5.5% |
| 5Y | -1.1% | +66.6% | -67.7% | -9.9% |
| All | +23.5% | +186.7% | -163.2% | +4.0% |
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