-30.4%
GIS vs VT
+53.4%
-83.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.6% |
| 7D | +3.6% | -2.3% | +5.9% | +3.7% |
| 30D | +13.9% | -5.0% | +18.9% | +14.2% |
| 3M | +0.3% | -4.9% | +5.2% | +0.6% |
| 6M | +5.0% | -1.5% | +6.5% | +4.9% |
| YTD | -18.4% | +8.5% | -26.9% | -19.3% |
| 1Y | -17.4% | +11.4% | -28.8% | -18.7% |
| 3Y | -36.9% | +70.1% | -107.0% | -42.0% |
| All | -30.4% | +53.4% | -83.8% | -35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling