+21.1%
GIII vs VT
+223.7%
-202.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.6% | +0.5% | -1.2% |
| 7D | +3.1% | +0.4% | +2.7% | +2.4% |
| 30D | +19.7% | -2.6% | +22.2% | +24.5% |
| 3M | -8.3% | -3.2% | -5.1% | -4.0% |
| 6M | +2.6% | +0.9% | +1.7% | -0.8% |
| YTD | +13.0% | +11.3% | +1.7% | -8.0% |
| 1Y | +18.9% | +14.0% | +4.9% | -7.4% |
| 3Y | +27.6% | +75.8% | -48.3% | -54.7% |
| 5Y | +0.3% | +57.8% | -57.5% | -55.2% |
| 10Y | +21.1% | +219.8% | -198.7% | -83.1% |
| All | +21.1% | +223.7% | -202.6% | -83.1% |
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