+38.1%
GITS vs VT
+74.0%
-35.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.0% | -0.6% |
| 7D | -13.5% | +2.4% | -15.9% | -3.7% |
| 30D | -9.5% | -1.5% | -8.0% | -18.2% |
| 3M | -30.6% | -4.1% | -26.4% | -47.1% |
| 6M | -14.1% | +0.6% | -14.7% | -19.5% |
| YTD | +89.3% | +11.0% | +78.2% | +142.9% |
| 1Y | -10.7% | +13.3% | -24.0% | +25.8% |
| 3Y | +38.1% | +73.4% | -35.2% | -91.9% |
| All | +38.1% | +74.0% | -35.9% | -91.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling