+233.7%
GIL vs VT
+345.0%
-111.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.1% | -4.1% | -15.0% | -15.0% |
| 7D | -13.9% | -4.2% | -9.7% | -9.4% |
| 30D | -16.1% | -5.8% | -10.3% | -10.3% |
| 3M | -39.4% | -5.2% | -34.2% | -35.6% |
| 6M | -40.8% | +0.1% | -41.0% | -40.5% |
| YTD | -43.2% | +8.2% | -51.4% | -46.8% |
| 1Y | -38.9% | +10.1% | -49.0% | -43.8% |
| 3Y | +11.0% | +69.7% | -58.6% | -33.0% |
| 5Y | -4.4% | +53.4% | -57.8% | -35.4% |
| 10Y | +66.9% | +219.2% | -152.4% | -41.6% |
| All | +233.7% | +345.0% | -111.3% | -7.6% |
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