+101.2%
GILT vs VT
+215.5%
-114.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.2% | +7.4% | +7.4% |
| 7D | -7.6% | -2.3% | -5.3% | -5.1% |
| 30D | -22.0% | -5.0% | -17.1% | -17.4% |
| 3M | -36.3% | -4.9% | -31.4% | -32.5% |
| 6M | -63.8% | -1.5% | -62.3% | -62.7% |
| YTD | -44.4% | +8.5% | -52.9% | -48.2% |
| 1Y | -42.8% | +11.4% | -54.1% | -48.0% |
| 3Y | +12.0% | +70.1% | -58.1% | -32.8% |
| 5Y | -14.9% | +53.7% | -68.6% | -43.5% |
| All | +101.2% | +215.5% | -114.4% | -31.1% |
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