+49.2%
GFGF vs VT
+66.2%
-17.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -0.8% | +0.4% | -1.3% | -1.2% |
| 30D | +0.2% | +1.0% | -0.8% | -0.8% |
| 3M | +2.3% | +2.4% | -0.1% | -0.2% |
| 6M | +9.5% | +12.0% | -2.5% | -2.5% |
| YTD | +3.6% | +15.3% | -11.7% | -10.5% |
| 1Y | +9.7% | +22.6% | -12.9% | -11.0% |
| 3Y | +58.7% | +74.7% | -15.9% | -10.7% |
| All | +49.2% | +66.2% | -17.0% | -11.2% |
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