+158.1%
GSIE vs VT
+245.0%
-86.9%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +0.7% | +0.4% | +0.3% | +0.3% |
| 30D | +1.2% | +1.0% | +0.2% | +0.3% |
| 3M | +6.3% | +2.4% | +4.0% | +4.0% |
| 6M | +9.0% | +12.0% | -3.0% | -1.6% |
| YTD | +14.4% | +15.3% | -1.0% | +0.5% |
| 1Y | +22.1% | +22.6% | -0.4% | +1.5% |
| 3Y | +68.4% | +74.7% | -6.3% | +1.3% |
| 5Y | +53.7% | +66.1% | -12.5% | -3.6% |
| 10Y | +150.1% | +225.0% | -74.9% | -17.4% |
| All | +158.1% | +245.0% | -86.9% | -20.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling