+177.9%
GIS vs VIG
+655.8%
-477.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | -3.4% | +3.5% | -6.8% | -5.1% |
| 30D | +6.9% | +4.9% | +1.9% | +4.2% |
| 3M | -10.1% | +2.5% | -12.6% | -11.3% |
| 6M | +5.9% | +11.0% | -5.2% | +0.2% |
| YTD | -21.1% | +16.0% | -37.1% | -27.0% |
| 1Y | -22.5% | +17.5% | -40.0% | -28.8% |
| 3Y | -39.0% | +67.0% | -106.0% | -53.7% |
| 5Y | -33.3% | +64.8% | -98.1% | -49.5% |
| 10Y | -17.0% | +263.6% | -280.6% | -60.2% |
| All | +177.9% | +655.8% | -477.9% | -6.3% |
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