-25.7%
GIS vs VTV
+80.6%
-106.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.6% |
| 7D | -6.4% | -1.1% | -5.3% | -5.9% |
| 30D | -6.1% | -1.0% | -5.1% | -5.7% |
| 3M | +7.8% | +4.6% | +3.2% | +5.8% |
| 6M | -8.8% | +13.5% | -22.3% | -13.7% |
| YTD | -19.1% | +18.5% | -37.6% | -25.0% |
| 1Y | -24.8% | +22.9% | -47.6% | -31.4% |
| 3Y | -37.6% | +67.8% | -105.4% | -50.7% |
| All | -25.7% | +80.6% | -106.3% | -43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 VTV 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