+213.8%
GIS vs VO
+825.5%
-611.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.7% |
| 7D | -8.1% | +2.9% | -11.0% | -8.9% |
| 30D | +5.3% | +1.0% | +4.3% | +4.9% |
| 3M | -10.5% | -1.7% | -8.8% | -10.1% |
| 6M | +1.8% | +6.7% | -4.9% | -0.5% |
| YTD | -22.9% | +14.0% | -36.9% | -26.3% |
| 1Y | -22.9% | +13.7% | -36.6% | -26.3% |
| 3Y | -40.5% | +65.8% | -106.3% | -50.1% |
| 5Y | -34.9% | +36.6% | -71.5% | -42.5% |
| 10Y | -19.0% | +198.9% | -217.9% | -47.2% |
| All | +213.8% | +825.5% | -611.7% | +38.4% |
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