-81.3%
GITS vs VT
+64.4%
-145.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.5% | -4.1% | -6.6% |
| 7D | -8.5% | -0.1% | -8.3% | -11.2% |
| 30D | -3.3% | -3.1% | -0.3% | -17.7% |
| 3M | -46.1% | -3.5% | -42.6% | -55.8% |
| 6M | -3.9% | +0.5% | -4.4% | -8.8% |
| YTD | +106.2% | +10.8% | +95.4% | +163.2% |
| 1Y | -5.8% | +11.9% | -17.7% | +21.2% |
| 3Y | +46.0% | +73.0% | -27.0% | -58.7% |
| All | -81.3% | +64.4% | -145.7% | -94.2% |
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