-36.5%
GSIT price history and return analytics
+223.7%
-260.2%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.6% | +4.7% | +3.8% |
| 7D | -15.6% | +0.4% | -16.0% | -15.7% |
| 30D | -32.6% | -2.6% | -30.0% | -29.5% |
| 3M | -51.8% | -3.2% | -48.5% | -48.9% |
| 6M | -61.7% | +0.9% | -62.6% | -60.5% |
| YTD | -47.8% | +11.3% | -59.1% | -51.0% |
| 1Y | -62.5% | +14.0% | -76.5% | -65.6% |
| 3Y | +48.6% | +75.8% | -27.2% | -9.6% |
| 5Y | -44.1% | +57.8% | -102.0% | -61.8% |
| 10Y | -36.5% | +219.8% | -256.3% | -78.1% |
| All | -36.5% | +223.7% | -260.2% | -78.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling