+1,488.6%
GIS vs VMC
+3,246.6%
-1,758.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.4% | -2.6% |
| 7D | -7.8% | -4.3% | -3.5% | -7.4% |
| 30D | +6.6% | -8.2% | +14.8% | +7.7% |
| 3M | +21.0% | -7.0% | +28.0% | +22.0% |
| 6M | -9.1% | -10.8% | +1.7% | -8.0% |
| YTD | -13.6% | -7.4% | -6.2% | -13.0% |
| 1Y | -18.0% | -9.5% | -8.5% | -17.3% |
| 3Y | -33.7% | +20.5% | -54.1% | -35.8% |
| 5Y | -19.4% | +51.6% | -71.0% | -24.8% |
| 10Y | -21.3% | +150.0% | -171.3% | -33.4% |
| All | +1,488.6% | +3,246.6% | -1,758.1% | +779.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling