-3.5%
VUG vs GIS
+4.9%
-8.4%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.3% | -0.5% |
| 7D | +2.5% | -3.4% | +5.9% | +1.9% |
| 30D | -6.3% | +6.9% | -13.2% | -5.3% |
| 3M | -6.0% | -10.1% | +4.1% | -6.8% |
| 6M | -3.5% | +5.9% | -9.4% | -0.9% |
| All | -3.5% | +4.9% | -8.4% | -0.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling