+345.4%
GFF vs VT
+53.2%
+292.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -4.1% | -0.7% | +0.5% |
| 7D | -0.5% | -4.2% | +3.7% | +5.2% |
| 30D | +8.3% | -5.8% | +14.1% | +17.1% |
| 3M | -0.2% | -5.2% | +5.1% | +7.1% |
| 6M | +13.0% | +0.1% | +12.9% | +12.8% |
| YTD | +40.1% | +8.2% | +31.8% | +26.6% |
| 1Y | +41.0% | +10.1% | +30.9% | +24.7% |
| 3Y | +148.2% | +69.7% | +78.6% | +27.5% |
| 5Y | +345.4% | +53.4% | +292.0% | +152.3% |
| All | +345.4% | +53.2% | +292.2% | +152.3% |
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