+125.3%
GF vs VT
+356.1%
-230.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +1.5% | -1.6% | +3.1% | +3.0% |
| 30D | -1.7% | -2.5% | +0.8% | +0.7% |
| 3M | -9.4% | -1.3% | -8.1% | -8.3% |
| 6M | -9.5% | +3.1% | -12.6% | -12.3% |
| YTD | -8.0% | +10.9% | -18.9% | -16.9% |
| 1Y | -4.5% | +12.1% | -16.6% | -14.6% |
| 3Y | +36.5% | +73.9% | -37.4% | -20.9% |
| 5Y | -22.8% | +58.0% | -80.7% | -51.1% |
| 10Y | +85.8% | +225.5% | -139.7% | -43.5% |
| All | +125.3% | +356.1% | -230.8% | -56.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling