+39.0%
GSIT vs VT
+374.2%
-335.2%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -6.1% | +0.4% | -6.6% | -6.5% |
| 30D | -18.1% | +1.0% | -19.0% | -18.6% |
| 3M | -44.0% | +2.4% | -46.4% | -44.2% |
| 6M | -35.5% | +12.0% | -47.5% | -38.8% |
| YTD | -13.8% | +15.3% | -29.2% | -19.8% |
| 1Y | +82.6% | +22.6% | +60.0% | +64.7% |
| 3Y | +73.1% | +74.7% | -1.5% | +27.2% |
| 5Y | -1.7% | +66.1% | -67.8% | -25.4% |
| 10Y | +10.8% | +225.0% | -214.2% | -40.7% |
| All | +39.0% | +374.2% | -335.2% | -39.2% |
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