-10.3%
GIII vs VT
+221.4%
-231.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | +0.4% |
| 7D | -14.1% | +1.0% | -15.2% | -15.8% |
| 30D | -22.1% | -0.2% | -21.9% | -22.0% |
| 3M | -20.7% | +4.5% | -25.2% | -27.0% |
| 6M | -5.6% | +14.1% | -19.6% | -25.5% |
| YTD | -4.0% | +14.8% | -18.8% | -25.2% |
| 1Y | +3.0% | +21.2% | -18.2% | -27.1% |
| 3Y | +17.9% | +76.6% | -58.6% | -57.8% |
| 5Y | -5.5% | +66.6% | -72.1% | -61.3% |
| 10Y | -10.3% | +222.3% | -232.6% | -86.1% |
| All | -10.3% | +221.4% | -231.8% | -86.1% |
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