+1,544.2%
GFF vs VT
+345.0%
+1,199.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -4.1% | -0.7% | +0.2% |
| 7D | -0.5% | -4.2% | +3.7% | +4.9% |
| 30D | +8.3% | -5.8% | +14.1% | +16.6% |
| 3M | -0.2% | -5.2% | +5.1% | +6.7% |
| 6M | +13.0% | +0.1% | +12.9% | +12.9% |
| YTD | +40.1% | +8.2% | +31.8% | +27.6% |
| 1Y | +41.0% | +10.1% | +30.9% | +25.9% |
| 3Y | +148.2% | +69.7% | +78.6% | +32.6% |
| 5Y | +345.4% | +53.4% | +292.0% | +172.2% |
| 10Y | +751.1% | +219.2% | +531.8% | +133.2% |
| All | +1,544.2% | +345.0% | +1,199.2% | +214.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling