-94.3%
GFAI vs VT
+74.1%
-168.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.6% | +3.9% | +0.4% |
| 7D | -1.1% | +0.4% | -1.5% | -1.6% |
| 30D | -30.7% | -2.6% | -28.1% | -25.8% |
| 3M | -48.6% | -3.2% | -45.3% | -44.4% |
| 6M | -64.4% | +0.9% | -65.4% | -64.7% |
| YTD | -67.5% | +11.3% | -78.8% | -74.1% |
| 1Y | -78.9% | +14.0% | -92.9% | -84.0% |
| 3Y | -94.3% | +75.8% | -170.2% | -98.5% |
| All | -94.3% | +74.1% | -168.4% | -98.5% |
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