-25.0%
GILT vs VT
+345.0%
-370.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.1% | -1.3% | -1.9% |
| 7D | -17.0% | -4.2% | -12.8% | -13.9% |
| 30D | -27.5% | -5.8% | -21.7% | -23.6% |
| 3M | -42.5% | -5.2% | -37.3% | -39.7% |
| 6M | -66.7% | +0.1% | -66.8% | -66.4% |
| YTD | -48.4% | +8.2% | -56.6% | -51.0% |
| 1Y | -49.7% | +10.1% | -59.8% | -52.7% |
| 3Y | +3.6% | +69.7% | -66.1% | -30.5% |
| 5Y | -20.9% | +53.4% | -74.3% | -42.4% |
| 10Y | +83.9% | +219.2% | -135.3% | -20.8% |
| All | -25.0% | +345.0% | -370.0% | -76.6% |
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