+33.5%
GF vs VT
+69.4%
-35.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.1% | +0.5% | -0.3% |
| 7D | -0.7% | -4.2% | +3.5% | +2.8% |
| 30D | -1.7% | -5.8% | +4.1% | +3.1% |
| 3M | -10.3% | -5.2% | -5.1% | -6.4% |
| 6M | -11.9% | +0.1% | -12.1% | -12.2% |
| YTD | -9.2% | +8.2% | -17.5% | -14.9% |
| 1Y | -3.4% | +10.1% | -13.5% | -10.6% |
| All | +33.5% | +69.4% | -35.9% | -17.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling