+158.7%
GSIB vs VT
+63.5%
+95.2%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.7% | +2.2% | +2.2% |
| 7D | +2.9% | -0.3% | +3.2% | +3.2% |
| 30D | +0.6% | -1.4% | +2.0% | +2.0% |
| 3M | -3.9% | -1.4% | -2.5% | -2.6% |
| 6M | +13.3% | +5.5% | +7.8% | +7.2% |
| YTD | +17.7% | +12.8% | +4.8% | +4.2% |
| 1Y | +30.7% | +15.4% | +15.3% | +13.3% |
| All | +158.7% | +63.5% | +95.2% | +64.5% |
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