-72.1%
GITS vs VT
+70.3%
-142.4%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.5% | +6.1% | +3.3% |
| 7D | +1.9% | +1.0% | +0.9% | +6.9% |
| 30D | +1.9% | -0.2% | +2.1% | +0.8% |
| 3M | +17.8% | +4.5% | +13.3% | +43.3% |
| 6M | -0.9% | +14.1% | -15.0% | +62.7% |
| YTD | +207.9% | +14.8% | +193.1% | +377.2% |
| 1Y | +0.5% | +21.2% | -20.7% | +100.8% |
| 3Y | -60.4% | +76.6% | -137.0% | -85.9% |
| All | -72.1% | +70.3% | -142.4% | -89.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling