+4.9%
GSIT vs VT
+69.4%
-64.4%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.1% | -4.1% | -8.0% | -1.1% |
| 7D | -25.8% | -4.2% | -21.6% | -16.3% |
| 30D | -42.7% | -5.8% | -36.9% | -31.8% |
| 3M | -51.0% | -5.2% | -45.8% | -42.3% |
| 6M | -60.0% | +0.1% | -60.1% | -57.0% |
| YTD | -48.5% | +8.2% | -56.7% | -52.2% |
| 1Y | -64.4% | +10.1% | -74.5% | -68.0% |
| All | +4.9% | +69.4% | -64.4% | -68.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling