+92.4%
GF vs VT
+224.5%
-132.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -2.2% | +0.4% | -2.7% | -2.6% |
| 30D | +0.8% | +1.0% | -0.2% | -0.1% |
| 3M | -4.8% | +2.4% | -7.2% | -6.9% |
| 6M | +1.2% | +12.0% | -10.8% | -8.3% |
| YTD | +2.0% | +15.3% | -13.3% | -9.9% |
| 1Y | +3.9% | +22.6% | -18.6% | -13.1% |
| 3Y | +36.7% | +74.7% | -38.0% | -16.9% |
| 5Y | -18.8% | +66.1% | -85.0% | -48.6% |
| All | +92.4% | +224.5% | -132.1% | -29.8% |
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