-1.3%
GIII vs VT
+222.7%
-224.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.2% |
| 7D | -1.6% | +2.9% | -4.5% | -6.2% |
| 30D | +14.8% | -2.5% | +17.3% | +19.2% |
| 3M | -5.5% | -3.3% | -2.2% | -0.9% |
| 6M | +6.9% | +1.5% | +5.3% | +2.3% |
| YTD | +9.9% | +11.4% | -1.5% | -10.7% |
| 1Y | +11.7% | +11.9% | -0.2% | -10.2% |
| 3Y | +21.8% | +73.9% | -52.1% | -56.0% |
| 5Y | -2.7% | +57.9% | -60.6% | -56.6% |
| All | -1.3% | +222.7% | -224.0% | -88.5% |
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 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