+8.6%
GFL vs VT
+57.5%
-49.0%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.5% | -7.1% | -7.2% |
| 7D | -7.2% | -0.1% | -7.1% | -7.3% |
| 30D | -0.8% | -3.1% | +2.2% | +1.4% |
| 3M | +3.0% | -3.5% | +6.5% | +5.9% |
| 6M | +15.5% | +0.5% | +15.1% | +14.1% |
| YTD | -1.1% | +10.8% | -11.9% | -11.3% |
| 1Y | -3.1% | +11.9% | -15.0% | -14.0% |
| 3Y | +48.1% | +73.0% | -24.9% | -19.0% |
| 5Y | +8.6% | +58.6% | -50.1% | -34.0% |
| All | +8.6% | +57.5% | -49.0% | -34.0% |
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 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