-36.7%
GSIT vs VT
+222.7%
-259.4%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -2.8% |
| 7D | +0.6% | +2.9% | -2.3% | -3.0% |
| 30D | -28.3% | -2.5% | -25.8% | -25.0% |
| 3M | -51.5% | -3.3% | -48.2% | -48.5% |
| 6M | -72.1% | +1.5% | -73.6% | -71.5% |
| YTD | -48.1% | +11.4% | -59.5% | -51.3% |
| 1Y | -61.5% | +11.9% | -73.4% | -63.9% |
| 3Y | +49.8% | +73.9% | -24.1% | -7.8% |
| 5Y | -45.7% | +57.9% | -103.6% | -62.9% |
| All | -36.7% | +222.7% | -259.4% | -78.3% |
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 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