-32.2%
GIS vs VG
-38.0%
+5.8%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.1% | -3.7% | -1.5% |
| 7D | -8.3% | -2.5% | -5.8% | -8.3% |
| 30D | +2.2% | +11.1% | -8.9% | +2.5% |
| 3M | +15.7% | +14.9% | +0.8% | +16.2% |
| 6M | -12.0% | +18.4% | -30.3% | -11.2% |
| YTD | -15.0% | +116.6% | -131.5% | -12.6% |
| 1Y | -20.1% | +9.4% | -29.5% | -19.8% |
| All | -32.2% | -38.0% | +5.8% | -34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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