+130.5%
GF vs VT
+363.9%
-233.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.7% | +0.6% | +0.7% |
| 7D | +3.5% | -0.3% | +3.8% | +3.8% |
| 30D | +1.1% | -1.4% | +2.6% | +2.5% |
| 3M | -8.3% | -1.4% | -6.9% | -7.1% |
| 6M | -6.1% | +5.5% | -11.6% | -11.0% |
| YTD | -5.9% | +12.8% | -18.7% | -16.3% |
| 1Y | +0.6% | +15.4% | -14.8% | -12.6% |
| 3Y | +39.7% | +76.9% | -37.2% | -20.4% |
| 5Y | -21.1% | +60.4% | -81.5% | -50.8% |
| 10Y | +90.4% | +232.8% | -142.4% | -43.4% |
| All | +130.5% | +363.9% | -233.4% | -55.9% |
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