-99.5%
GSIW vs VT
+68.3%
-167.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -1.7% |
| 7D | -3.1% | -0.7% | -2.4% | -2.5% |
| 30D | -1.7% | -1.7% | 0.0% | +0.6% |
| 3M | -34.6% | -2.3% | -32.3% | -32.5% |
| 6M | -66.1% | +1.5% | -67.6% | -67.8% |
| YTD | -60.6% | +12.0% | -72.6% | -68.1% |
| 1Y | -69.7% | +12.9% | -82.6% | -75.7% |
| All | -99.5% | +68.3% | -167.8% | -99.8% |
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