+177.2%
GFL vs VT
+126.0%
+51.2%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.1% | +5.9% | +4.9% |
| 7D | +2.4% | -4.2% | +6.6% | +5.5% |
| 30D | +8.5% | -5.8% | +14.3% | +13.2% |
| 3M | +12.0% | -5.2% | +17.3% | +16.4% |
| 6M | +24.8% | +0.1% | +24.7% | +23.6% |
| YTD | +7.5% | +8.2% | -0.7% | -0.3% |
| 1Y | +5.3% | +10.1% | -4.9% | -3.8% |
| 3Y | +54.7% | +69.7% | -15.0% | -2.4% |
| 5Y | +17.4% | +53.4% | -36.0% | -20.8% |
| All | +177.2% | +126.0% | +51.2% | +44.0% |
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