-17.3%
GIS vs VT
+221.8%
-239.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.5% |
| 7D | -3.4% | +2.4% | -5.7% | -3.9% |
| 30D | +6.9% | -1.5% | +8.4% | +7.2% |
| 3M | -10.1% | -4.1% | -6.0% | -9.3% |
| 6M | +5.9% | +0.6% | +5.3% | +5.3% |
| YTD | -21.1% | +11.0% | -32.1% | -23.7% |
| 1Y | -22.5% | +13.3% | -35.8% | -25.5% |
| 3Y | -39.0% | +73.4% | -112.4% | -48.9% |
| 5Y | -33.3% | +57.4% | -90.8% | -42.6% |
| All | -17.3% | +221.8% | -239.0% | -53.1% |
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