+408.8%
GIL vs VT
+374.2%
+34.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +0.5% | +0.4% | +0.1% | +0.2% |
| 30D | -7.7% | +1.0% | -8.6% | -8.5% |
| 3M | -7.3% | +2.4% | -9.7% | -9.5% |
| 6M | -19.4% | +12.0% | -31.4% | -27.7% |
| YTD | -13.4% | +15.3% | -28.7% | -24.4% |
| 1Y | -1.7% | +22.6% | -24.3% | -19.2% |
| 3Y | +86.6% | +74.7% | +11.9% | +8.8% |
| 5Y | +47.3% | +66.1% | -18.8% | -8.5% |
| 10Y | +110.8% | +225.0% | -114.2% | -28.2% |
| All | +408.8% | +374.2% | +34.6% | +31.4% |
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