-37.6%
GIS vs VTEB
+8.6%
-46.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.7% |
| 7D | -6.4% | -0.9% | -5.5% | -5.4% |
| 30D | -6.1% | -2.5% | -3.6% | -3.6% |
| 3M | +7.8% | -3.0% | +10.8% | +11.2% |
| 6M | -8.8% | -2.1% | -6.7% | -6.7% |
| YTD | -19.1% | -1.5% | -17.6% | -17.7% |
| 1Y | -24.8% | +0.2% | -24.9% | -24.5% |
| 3Y | -37.6% | +8.6% | -46.1% | -38.7% |
| All | -37.6% | +8.6% | -46.1% | -38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 3y: compounded portfolio wealth divided by compounded VTEB 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…
3y analysis · Full analysis span regression · 6 months rolling