+129.2%
GIS vs VT
+345.0%
-215.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.1% | +5.8% | +3.0% |
| 7D | +9.4% | -4.2% | +13.6% | +10.8% |
| 30D | +15.5% | -5.8% | +21.3% | +17.5% |
| 3M | +3.4% | -5.2% | +8.6% | +5.0% |
| 6M | +9.4% | +0.1% | +9.3% | +8.9% |
| YTD | -16.2% | +8.2% | -24.4% | -18.8% |
| 1Y | -16.0% | +10.1% | -26.1% | -19.1% |
| 3Y | -35.8% | +69.7% | -105.4% | -47.0% |
| 5Y | -28.5% | +53.4% | -81.9% | -39.5% |
| 10Y | -11.3% | +219.2% | -230.5% | -43.7% |
| All | +129.2% | +345.0% | -215.8% | +19.0% |
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