-22.9%
GIS vs VO
+42.2%
-65.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.5% |
| 7D | -8.6% | -0.6% | -8.0% | -8.5% |
| 30D | -0.5% | -1.9% | +1.5% | -0.2% |
| 3M | +11.9% | +3.3% | +8.6% | +11.3% |
| 6M | -11.6% | +9.7% | -21.3% | -12.9% |
| YTD | -16.3% | +12.6% | -28.9% | -18.0% |
| 1Y | -21.8% | +13.6% | -35.4% | -23.4% |
| 3Y | -35.7% | +56.8% | -92.5% | -40.5% |
| 5Y | -22.9% | +42.3% | -65.1% | -28.5% |
| All | -22.9% | +42.2% | -65.1% | -28.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling