+148.9%
GSIB vs VT
+60.8%
+88.2%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.7% | -0.7% |
| 7D | -0.5% | -1.6% | +1.1% | +1.1% |
| 30D | -2.8% | -2.5% | -0.3% | -0.3% |
| 3M | -8.0% | -1.3% | -6.7% | -6.8% |
| 6M | +6.9% | +3.1% | +3.8% | +3.5% |
| YTD | +13.2% | +10.9% | +2.3% | +2.0% |
| 1Y | +25.5% | +12.1% | +13.4% | +11.9% |
| All | +148.9% | +60.8% | +88.2% | +61.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling