+349.7%
GIII vs VT
+374.2%
-24.5%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | -17.1% | +0.4% | -17.5% | -17.7% |
| 30D | -23.9% | +1.0% | -24.9% | -25.0% |
| 3M | -13.2% | +2.4% | -15.6% | -16.4% |
| 6M | -9.0% | +12.0% | -21.0% | -21.8% |
| YTD | -3.6% | +15.3% | -18.9% | -20.3% |
| 1Y | +1.4% | +22.6% | -21.2% | -22.5% |
| 3Y | +38.8% | +74.7% | -35.9% | -32.5% |
| 5Y | -12.5% | +66.1% | -78.7% | -53.1% |
| 10Y | -14.8% | +225.0% | -239.8% | -75.5% |
| All | +349.7% | +374.2% | -24.5% | -9.5% |
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