+77.9%
VUG vs GIS
-38.9%
+116.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.3% | -0.6% |
| 7D | +2.5% | -3.4% | +5.9% | +2.0% |
| 30D | -6.3% | +6.9% | -13.2% | -5.2% |
| 3M | -6.0% | -10.1% | +4.1% | -7.1% |
| 6M | -3.5% | +5.9% | -9.4% | -2.1% |
| YTD | +3.9% | -21.1% | +25.0% | +1.2% |
| 1Y | +5.1% | -22.5% | +27.6% | +2.1% |
| 3Y | +77.9% | -39.0% | +116.9% | +68.2% |
| All | +77.9% | -38.9% | +116.8% | +68.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling