+199.5%
GIS vs VIG
+617.8%
-418.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.2% |
| 7D | -8.3% | -0.4% | -7.9% | -8.1% |
| 30D | +2.2% | -2.1% | +4.3% | +3.3% |
| 3M | +15.7% | +3.3% | +12.4% | +13.8% |
| 6M | -12.0% | +9.3% | -21.2% | -15.9% |
| YTD | -15.0% | +10.1% | -25.1% | -19.2% |
| 1Y | -20.1% | +14.7% | -34.8% | -25.8% |
| 3Y | -34.6% | +56.9% | -91.5% | -48.8% |
| 5Y | -22.8% | +62.9% | -85.8% | -41.3% |
| 10Y | -18.5% | +241.3% | -259.8% | -59.5% |
| All | +199.5% | +617.8% | -418.3% | +3.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling