-21.1%
GIS vs VMC
+156.6%
-177.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.4% |
| 7D | -6.4% | -3.8% | -2.6% | -6.1% |
| 30D | -6.1% | -9.7% | +3.6% | -5.4% |
| 3M | +7.8% | -9.6% | +17.5% | +8.7% |
| 6M | -8.8% | -4.8% | -4.0% | -8.5% |
| YTD | -19.1% | -10.9% | -8.2% | -18.4% |
| 1Y | -24.8% | -15.6% | -9.2% | -23.9% |
| 3Y | -37.6% | +19.3% | -56.9% | -38.5% |
| 5Y | -25.4% | +48.0% | -73.4% | -28.0% |
| All | -21.1% | +156.6% | -177.7% | -26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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