-18.0%
GIS vs VT
+223.7%
-241.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.6% | -4.4% | -2.4% |
| 7D | +0.4% | +0.4% | 0.0% | +0.2% |
| 30D | +10.1% | -2.6% | +12.7% | +10.7% |
| 3M | -3.7% | -3.2% | -0.4% | -3.0% |
| 6M | +4.3% | +0.9% | +3.3% | +3.6% |
| YTD | -19.8% | +11.3% | -31.1% | -22.5% |
| 1Y | -20.5% | +14.0% | -34.5% | -23.7% |
| 3Y | -38.3% | +75.8% | -114.2% | -48.6% |
| 5Y | -32.2% | +57.8% | -90.0% | -41.7% |
| 10Y | -18.0% | +219.8% | -237.8% | -53.8% |
| All | -18.0% | +223.7% | -241.7% | -53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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