+411.0%
GIII vs VT
+346.0%
+65.0%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -2.2% |
| 7D | +3.7% | -2.3% | +6.0% | +6.8% |
| 30D | +16.5% | -5.0% | +21.5% | +24.0% |
| 3M | -11.9% | -4.9% | -7.0% | -6.6% |
| 6M | -1.1% | -1.5% | +0.5% | -0.1% |
| YTD | +9.6% | +8.5% | +1.1% | -2.4% |
| 1Y | +15.8% | +11.4% | +4.4% | -0.5% |
| 3Y | +17.4% | +70.1% | -52.6% | -41.2% |
| 5Y | +0.5% | +53.7% | -53.3% | -40.8% |
| 10Y | +22.5% | +220.0% | -197.5% | -63.8% |
| All | +411.0% | +346.0% | +65.0% | +10.7% |
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