+75.0%
VTI vs GIS
-25.1%
+100.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.8% |
| 7D | -0.9% | -6.4% | +5.5% | -0.6% |
| 30D | -1.4% | -6.1% | +4.7% | -1.2% |
| 3M | +3.6% | +7.8% | -4.2% | +3.1% |
| 6M | +13.6% | -8.8% | +22.4% | +14.2% |
| YTD | +12.9% | -19.1% | +32.0% | +14.3% |
| 1Y | +17.2% | -24.8% | +42.0% | +19.3% |
| 3Y | +75.7% | -37.6% | +113.2% | +80.3% |
| All | +75.0% | -25.1% | +100.1% | +70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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