+81.0%
GF vs VT
+215.5%
-134.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.7% |
| 7D | -0.5% | -2.3% | +1.8% | +1.6% |
| 30D | -1.5% | -5.0% | +3.4% | +2.9% |
| 3M | -11.9% | -4.9% | -7.1% | -8.1% |
| 6M | -14.4% | -1.5% | -12.9% | -13.4% |
| YTD | -9.7% | +8.5% | -18.2% | -16.0% |
| 1Y | -1.3% | +11.4% | -12.7% | -10.3% |
| 3Y | +32.8% | +70.1% | -37.2% | -17.6% |
| 5Y | -24.9% | +53.7% | -78.6% | -49.1% |
| All | +81.0% | +215.5% | -134.5% | -31.5% |
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