+240.7%
GIS vs VTV
+712.5%
-471.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | -8.6% | -0.7% | -7.9% | -8.3% |
| 30D | -0.5% | -0.5% | 0.0% | -0.2% |
| 3M | +11.9% | +5.3% | +6.6% | +9.5% |
| 6M | -11.6% | +12.9% | -24.5% | -16.1% |
| YTD | -16.3% | +18.5% | -34.8% | -22.2% |
| 1Y | -21.8% | +25.3% | -47.0% | -29.0% |
| 3Y | -35.7% | +68.2% | -103.8% | -48.7% |
| 5Y | -22.9% | +80.6% | -103.5% | -40.7% |
| 10Y | -16.8% | +232.9% | -249.7% | -51.8% |
| All | +240.7% | +712.5% | -471.7% | +35.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling