-99.8%
GFAI vs VT
+72.2%
-172.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -2.5% |
| 7D | -4.1% | +1.0% | -5.1% | -5.9% |
| 30D | +5.7% | -0.2% | +5.9% | +5.9% |
| 3M | -13.1% | +4.5% | -17.6% | -20.0% |
| 6M | -38.7% | +14.1% | -52.8% | -50.2% |
| YTD | -33.2% | +14.8% | -48.0% | -46.2% |
| 1Y | -66.2% | +21.2% | -87.3% | -74.9% |
| 3Y | -92.0% | +76.6% | -168.5% | -96.4% |
| All | -99.8% | +72.2% | -172.0% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling