+60.5%
GIL vs VT
+215.5%
-155.0%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -1.0% |
| 7D | -12.5% | -2.3% | -10.2% | -9.3% |
| 30D | -15.8% | -5.0% | -10.8% | -10.1% |
| 3M | -40.0% | -4.9% | -35.1% | -36.0% |
| 6M | -42.8% | -1.5% | -41.3% | -41.4% |
| YTD | -43.6% | +8.5% | -52.1% | -47.9% |
| 1Y | -36.8% | +11.4% | -48.2% | -43.3% |
| 3Y | +9.0% | +70.1% | -61.1% | -39.0% |
| 5Y | -5.2% | +53.7% | -58.9% | -40.1% |
| All | +60.5% | +215.5% | -155.0% | -46.5% |
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