+147.1%
GSIE vs VT
+223.7%
-76.7%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.1% | +1.2% | +0.9% |
| 7D | -1.2% | -4.2% | +3.0% | +2.7% |
| 30D | -0.1% | -5.8% | +5.7% | +5.4% |
| 3M | -3.2% | -5.2% | +2.1% | +1.6% |
| 6M | +3.9% | +0.1% | +3.7% | +3.6% |
| YTD | +9.5% | +8.2% | +1.2% | +1.8% |
| 1Y | +14.7% | +10.1% | +4.6% | +5.0% |
| 3Y | +66.1% | +69.7% | -3.6% | +2.5% |
| 5Y | +48.0% | +53.4% | -5.4% | -0.3% |
| 10Y | +151.5% | +219.2% | -67.7% | -16.1% |
| All | +147.1% | +223.7% | -76.7% | -19.2% |
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 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