-1.3%
GSIT vs VT
+356.1%
-357.4%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.1% | -1.1% |
| 7D | -13.6% | -1.6% | -12.0% | -12.4% |
| 30D | -32.3% | -2.5% | -29.8% | -30.6% |
| 3M | -37.4% | -1.3% | -36.1% | -36.2% |
| 6M | -53.5% | +3.1% | -56.6% | -53.4% |
| YTD | -38.8% | +10.9% | -49.7% | -40.9% |
| 1Y | -60.8% | +12.1% | -72.9% | -62.3% |
| 3Y | +65.2% | +73.9% | -8.7% | +22.4% |
| 5Y | -33.7% | +58.0% | -91.7% | -47.5% |
| 10Y | -24.0% | +225.5% | -249.5% | -58.6% |
| All | -1.3% | +356.1% | -357.4% | -55.2% |
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