-27.5%
GSIT vs VT
+228.2%
-255.7%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.7% | -5.9% | -6.5% |
| 7D | -19.1% | -0.3% | -18.8% | -18.8% |
| 30D | -35.5% | -1.4% | -34.0% | -33.9% |
| 3M | -46.7% | -1.4% | -45.3% | -45.2% |
| 6M | -53.4% | +5.5% | -58.9% | -54.7% |
| YTD | -41.4% | +12.8% | -54.2% | -46.3% |
| 1Y | -58.4% | +15.4% | -73.9% | -62.8% |
| 3Y | +58.3% | +76.9% | -18.6% | -5.3% |
| 5Y | -37.3% | +60.4% | -97.8% | -58.3% |
| All | -27.5% | +228.2% | -255.7% | -75.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling