+159.0%
GII vs VT
+356.1%
-197.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +1.4% | -1.6% | +3.0% | +2.7% |
| 30D | +6.5% | -2.5% | +9.0% | +8.6% |
| 3M | -1.4% | -1.3% | -0.1% | -0.5% |
| 6M | -2.2% | +3.1% | -5.3% | -5.0% |
| YTD | +8.3% | +10.9% | -2.6% | -0.8% |
| 1Y | +10.4% | +12.1% | -1.7% | +0.2% |
| 3Y | +67.2% | +73.9% | -6.7% | +6.1% |
| 5Y | +64.3% | +58.0% | +6.3% | +11.5% |
| 10Y | +133.7% | +225.5% | -91.7% | -10.2% |
| All | +159.0% | +356.1% | -197.1% | -30.5% |
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 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