+72.8%
GILT vs VT
+224.4%
-151.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -1.5% |
| 7D | -14.7% | -0.7% | -14.0% | -13.8% |
| 30D | -28.4% | -1.7% | -26.7% | -26.8% |
| 3M | -46.3% | -2.3% | -44.0% | -44.7% |
| 6M | -71.1% | +1.5% | -72.6% | -71.3% |
| YTD | -53.5% | +12.0% | -65.5% | -58.1% |
| 1Y | -51.8% | +12.9% | -64.6% | -56.8% |
| 3Y | 0.0% | +74.9% | -74.9% | -41.9% |
| 5Y | -25.5% | +59.9% | -85.4% | -52.5% |
| 10Y | +72.8% | +224.6% | -151.8% | -41.7% |
| All | +72.8% | +224.4% | -151.6% | -41.7% |
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 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