-37.1%
GSIT vs VT
+217.6%
-254.7%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.1% | -0.9% |
| 7D | -16.1% | -0.1% | -15.9% | -15.5% |
| 30D | -33.7% | -3.1% | -30.6% | -30.2% |
| 3M | -52.0% | -3.5% | -48.5% | -48.9% |
| 6M | -62.2% | +0.5% | -62.7% | -60.9% |
| YTD | -48.6% | +10.8% | -59.4% | -51.4% |
| 1Y | -61.7% | +11.9% | -73.6% | -64.1% |
| 3Y | +48.4% | +73.0% | -24.6% | -8.1% |
| 5Y | -45.7% | +58.6% | -104.4% | -63.0% |
| 10Y | -37.1% | +219.2% | -256.3% | -78.0% |
| All | -37.1% | +217.6% | -254.7% | -78.0% |
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 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