-99.6%
GIPR vs VT
+64.8%
-164.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.4% |
| 7D | -13.9% | -2.3% | -11.5% | -12.9% |
| 30D | -48.4% | -5.0% | -43.4% | -47.2% |
| 3M | -66.1% | -4.9% | -61.2% | -65.3% |
| 6M | -90.5% | -1.5% | -89.0% | -90.4% |
| YTD | -96.0% | +8.5% | -104.5% | -96.1% |
| 1Y | -97.6% | +11.4% | -109.0% | -97.7% |
| 3Y | -99.3% | +70.1% | -169.4% | -99.4% |
| 5Y | -99.5% | +53.7% | -153.2% | -99.6% |
| All | -99.6% | +64.8% | -164.4% | -99.7% |
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