+251.7%
GIS vs VO
+827.2%
-575.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.4% |
| 7D | -7.8% | -0.3% | -7.6% | -7.8% |
| 30D | +6.6% | -0.3% | +6.9% | +6.7% |
| 3M | +21.0% | +2.9% | +18.0% | +19.8% |
| 6M | -9.1% | +9.3% | -18.4% | -11.8% |
| YTD | -13.6% | +14.2% | -27.8% | -17.4% |
| 1Y | -18.0% | +15.3% | -33.3% | -21.9% |
| 3Y | -33.7% | +56.2% | -89.9% | -43.3% |
| 5Y | -19.4% | +42.4% | -61.9% | -29.9% |
| 10Y | -21.3% | +194.7% | -216.0% | -48.4% |
| All | +251.7% | +827.2% | -575.5% | +55.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling