-99.3%
GSIW vs VT
+71.3%
-170.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +2.1% |
| 7D | -15.3% | -0.1% | -15.2% | -15.0% |
| 30D | +5.9% | -0.7% | +6.6% | +7.1% |
| 3M | -52.3% | +4.0% | -56.3% | -55.9% |
| 6M | -56.6% | +12.3% | -68.9% | -65.3% |
| YTD | -44.2% | +14.0% | -58.2% | -55.8% |
| 1Y | -36.8% | +20.3% | -57.1% | -53.7% |
| All | -99.3% | +71.3% | -170.6% | -99.7% |
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