-99.3%
GSIW vs VT
+72.4%
-171.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -0.5% | -13.1% | -12.8% |
| 7D | -14.4% | +1.0% | -15.4% | -15.7% |
| 30D | -14.4% | -0.2% | -14.2% | -14.0% |
| 3M | -55.3% | +4.5% | -59.8% | -58.9% |
| 6M | +49.4% | +14.1% | +35.3% | +17.8% |
| YTD | -44.8% | +14.8% | -59.5% | -56.7% |
| 1Y | -25.0% | +21.2% | -46.2% | -45.7% |
| All | -99.3% | +72.4% | -171.7% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling