+364.7%
GFF vs VT
+57.4%
+307.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.6% | +3.1% | +2.3% |
| 7D | +2.5% | +0.4% | +2.2% | +2.2% |
| 30D | +17.9% | -2.6% | +20.5% | +22.0% |
| 3M | -0.2% | -3.2% | +3.0% | +4.3% |
| 6M | +21.9% | +0.9% | +20.9% | +20.6% |
| YTD | +46.0% | +11.3% | +34.7% | +27.4% |
| 1Y | +49.5% | +14.0% | +35.5% | +26.5% |
| 3Y | +156.5% | +75.8% | +80.7% | +25.9% |
| 5Y | +364.7% | +57.8% | +306.9% | +154.1% |
| All | +364.7% | +57.4% | +307.3% | +154.1% |
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