-20.8%
GIS vs VO
+197.9%
-218.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.1% | -2.8% |
| 7D | -8.4% | -2.5% | -5.9% | -7.8% |
| 30D | -5.2% | -3.2% | -2.0% | -4.4% |
| 3M | +8.2% | +3.9% | +4.2% | +7.0% |
| 6M | -12.0% | +9.6% | -21.7% | -14.3% |
| YTD | -18.9% | +11.6% | -30.5% | -21.4% |
| 1Y | -23.6% | +12.6% | -36.2% | -26.2% |
| 3Y | -37.6% | +55.4% | -93.0% | -45.4% |
| 5Y | -25.2% | +41.8% | -67.0% | -33.4% |
| All | -20.8% | +197.9% | -218.8% | -50.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling