-31.1%
GIS vs VG
-39.3%
+8.2%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.5% |
| 7D | -7.8% | +1.7% | -9.5% | -7.8% |
| 30D | +6.6% | +16.0% | -9.4% | +7.0% |
| 3M | +21.0% | +9.7% | +11.2% | +21.4% |
| 6M | -9.1% | +29.6% | -38.6% | -8.1% |
| YTD | -13.6% | +112.0% | -125.6% | -11.3% |
| 1Y | -18.0% | +12.8% | -30.8% | -17.6% |
| All | -31.1% | -39.3% | +8.2% | -33.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling