-16.9%
GSIT vs VT
+345.0%
-361.9%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.1% | -4.1% | -8.0% | -8.8% |
| 7D | -25.8% | -4.2% | -21.6% | -22.9% |
| 30D | -42.7% | -5.8% | -36.9% | -39.5% |
| 3M | -51.0% | -5.2% | -45.8% | -48.4% |
| 6M | -60.0% | +0.1% | -60.1% | -58.8% |
| YTD | -48.5% | +8.2% | -56.7% | -49.1% |
| 1Y | -64.4% | +10.1% | -74.5% | -65.2% |
| 3Y | +39.1% | +69.7% | -30.5% | +5.4% |
| 5Y | -44.2% | +53.4% | -97.5% | -54.6% |
| 10Y | -35.9% | +219.2% | -255.1% | -64.4% |
| All | -16.9% | +345.0% | -361.9% | -61.4% |
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