+117.6%
GILT vs VT
+223.7%
-106.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.6% | +2.8% | +2.5% |
| 7D | +2.3% | +0.4% | +1.9% | +1.9% |
| 30D | -15.2% | -2.6% | -12.6% | -12.5% |
| 3M | -32.5% | -3.2% | -29.3% | -29.8% |
| 6M | -60.9% | +0.9% | -61.9% | -60.9% |
| YTD | -41.4% | +11.3% | -52.7% | -47.0% |
| 1Y | -38.9% | +14.0% | -52.9% | -45.9% |
| 3Y | +28.3% | +75.8% | -47.6% | -25.8% |
| 5Y | -10.1% | +57.8% | -67.9% | -41.9% |
| 10Y | +117.6% | +219.8% | -102.2% | -26.2% |
| All | +117.6% | +223.7% | -106.1% | -26.2% |
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