-1.4%
GIS vs VTEB
+25.1%
-26.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.7% |
| 7D | -8.4% | -1.2% | -7.2% | -7.8% |
| 30D | -5.2% | -2.9% | -2.3% | -3.8% |
| 3M | +8.2% | -3.2% | +11.3% | +9.9% |
| 6M | -12.0% | -2.6% | -9.4% | -10.8% |
| YTD | -18.9% | -1.8% | -17.0% | -18.1% |
| 1Y | -23.6% | +0.2% | -23.8% | -23.6% |
| 3Y | -37.6% | +8.2% | -45.8% | -39.4% |
| 5Y | -25.2% | +0.8% | -26.0% | -25.5% |
| 10Y | -19.3% | +17.7% | -37.0% | -20.8% |
| All | -1.4% | +25.1% | -26.5% | +2.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling