+719.9%
GFF vs VT
+215.5%
+504.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.6% | -1.7% |
| 7D | -0.1% | -2.3% | +2.3% | +3.3% |
| 30D | +7.5% | -5.0% | +12.4% | +15.3% |
| 3M | -4.7% | -4.9% | +0.1% | +2.1% |
| 6M | +9.6% | -1.5% | +11.2% | +12.0% |
| YTD | +38.2% | +8.5% | +29.7% | +23.6% |
| 1Y | +43.3% | +11.4% | +31.9% | +23.6% |
| 3Y | +146.5% | +70.1% | +76.4% | +18.9% |
| 5Y | +339.4% | +53.7% | +285.7% | +147.3% |
| All | +719.9% | +215.5% | +504.3% | +101.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling