-17.4%
GIS vs VO
+16.3%
-33.6%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.9% | +4.3% | +5.1% |
| 7D | +8.5% | +1.0% | +7.5% | +8.4% |
| 30D | +15.3% | +2.6% | +12.7% | +15.0% |
| 3M | +0.9% | -0.3% | +1.2% | +0.9% |
| 6M | +7.9% | +7.6% | +0.3% | +7.4% |
| YTD | -17.6% | +14.7% | -32.3% | -17.8% |
| 1Y | -17.4% | +16.4% | -33.8% | -17.9% |
| All | -17.4% | +16.3% | -33.6% | -17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 1y: compounded portfolio wealth divided by compounded VO 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…
1y analysis · Full analysis span regression · 6 months rolling