-39.0%
GIS vs VIG
+67.2%
-106.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | -3.4% | +3.5% | -6.8% | -4.4% |
| 30D | +6.9% | +4.9% | +1.9% | +5.2% |
| 3M | -10.1% | +2.5% | -12.6% | -10.9% |
| 6M | +5.9% | +11.0% | -5.2% | +2.4% |
| YTD | -21.1% | +16.0% | -37.1% | -24.7% |
| 1Y | -22.5% | +17.5% | -40.0% | -26.4% |
| 3Y | -39.0% | +67.0% | -106.0% | -50.9% |
| All | -39.0% | +67.2% | -106.2% | -50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 3y: compounded portfolio wealth divided by compounded VIG 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…
3y analysis · Full analysis span regression · 6 months rolling