+23.3%
GIGB vs VT
+178.1%
-154.8%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -0.3% |
| 7D | +0.7% | +0.4% | +0.4% | +0.7% |
| 30D | +1.8% | -2.6% | +4.4% | +2.2% |
| 3M | -0.7% | -3.2% | +2.6% | -0.2% |
| 6M | -1.4% | +0.9% | -2.3% | -1.6% |
| YTD | -0.6% | +11.3% | -11.9% | -2.4% |
| 1Y | -0.2% | +14.0% | -14.2% | -2.4% |
| 3Y | +17.5% | +75.8% | -58.3% | +7.0% |
| 5Y | -1.6% | +57.8% | -59.5% | -9.7% |
| All | +23.3% | +178.1% | -154.8% | +4.3% |
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