+1,626.4%
GFF vs VT
+363.9%
+1,262.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.7% | +3.5% | +3.1% |
| 7D | +7.7% | -0.3% | +8.0% | +8.1% |
| 30D | +14.3% | -1.4% | +15.7% | +16.3% |
| 3M | +15.2% | -1.4% | +16.5% | +17.2% |
| 6M | +21.7% | +5.5% | +16.3% | +14.2% |
| YTD | +47.1% | +12.8% | +34.2% | +27.3% |
| 1Y | +47.0% | +15.4% | +31.6% | +23.9% |
| 3Y | +160.6% | +76.9% | +83.8% | +32.3% |
| 5Y | +379.7% | +60.4% | +319.3% | +177.5% |
| 10Y | +793.6% | +232.8% | +560.8% | +132.7% |
| All | +1,626.4% | +363.9% | +1,262.5% | +214.0% |
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