-21.3%
GFR vs VT
+60.3%
-81.6%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.2% | -0.5% |
| 7D | +24.5% | -0.1% | +24.6% | +24.6% |
| 30D | +20.9% | -3.1% | +24.0% | +22.3% |
| 3M | +18.3% | -3.5% | +21.8% | +19.8% |
| 6M | +32.9% | +0.5% | +32.4% | +32.4% |
| YTD | +61.3% | +10.8% | +50.6% | +54.2% |
| 1Y | +67.0% | +11.9% | +55.1% | +58.8% |
| 3Y | +30.6% | +73.0% | -42.4% | +9.9% |
| All | -21.3% | +60.3% | -81.6% | -33.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling