-25.2%
GIS vs VMC
+47.2%
-72.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.3% | -3.1% |
| 7D | -8.4% | -3.7% | -4.7% | -8.1% |
| 30D | -5.2% | -12.8% | +7.6% | -3.9% |
| 3M | +8.2% | -7.9% | +16.1% | +9.1% |
| 6M | -12.0% | -7.5% | -4.5% | -11.3% |
| YTD | -18.9% | -11.6% | -7.2% | -17.8% |
| 1Y | -23.6% | -14.3% | -9.4% | -22.5% |
| 3Y | -37.6% | +18.5% | -56.1% | -38.6% |
| 5Y | -25.2% | +46.8% | -71.9% | -29.1% |
| All | -25.2% | +47.2% | -72.4% | -29.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling