+123.2%
GIS vs VT
+346.0%
-222.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.7% |
| 7D | +3.6% | -2.3% | +5.9% | +4.3% |
| 30D | +13.9% | -5.0% | +18.9% | +15.6% |
| 3M | +0.3% | -4.9% | +5.2% | +1.7% |
| 6M | +5.0% | -1.5% | +6.5% | +5.0% |
| YTD | -18.4% | +8.5% | -26.9% | -21.0% |
| 1Y | -17.4% | +11.4% | -28.8% | -20.8% |
| 3Y | -36.9% | +70.1% | -107.0% | -48.0% |
| 5Y | -30.4% | +53.7% | -84.1% | -41.2% |
| 10Y | -13.6% | +220.0% | -233.6% | -45.2% |
| All | +123.2% | +346.0% | -222.8% | +15.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling