-99.5%
GSIW vs VT
+66.4%
-165.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -0.5% |
| 7D | -0.7% | -0.1% | -0.5% | -0.9% |
| 30D | -0.6% | -3.1% | +2.5% | +3.9% |
| 3M | -25.2% | -3.5% | -21.7% | -21.4% |
| 6M | -66.1% | +0.5% | -66.6% | -67.3% |
| YTD | -60.6% | +10.8% | -71.4% | -67.5% |
| 1Y | -68.8% | +11.9% | -80.7% | -74.6% |
| All | -99.5% | +66.4% | -165.9% | -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 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