+402.8%
VUG vs GIS
-16.9%
+419.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.3% | -1.1% |
| 7D | +2.5% | -3.4% | +5.9% | +2.8% |
| 30D | -6.3% | +6.9% | -13.2% | -7.1% |
| 3M | -6.0% | -10.1% | +4.1% | -5.1% |
| 6M | -3.5% | +5.9% | -9.4% | -4.7% |
| YTD | +3.9% | -21.1% | +25.0% | +6.5% |
| 1Y | +5.1% | -22.5% | +27.6% | +7.9% |
| 3Y | +77.9% | -39.0% | +116.9% | +87.2% |
| 5Y | +62.4% | -33.3% | +95.7% | +64.8% |
| All | +402.8% | -16.9% | +419.7% | +368.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling