-2.7%
GFS vs VIG
+60.6%
-63.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | +1.2% |
| 7D | +2.6% | -0.4% | +3.0% | +3.4% |
| 30D | -16.4% | -2.1% | -14.3% | -13.1% |
| 3M | -41.6% | +3.3% | -44.9% | -45.2% |
| 6M | -3.7% | +9.3% | -13.0% | -17.7% |
| YTD | +29.3% | +10.1% | +19.2% | +8.9% |
| 1Y | +37.1% | +14.7% | +22.4% | +7.5% |
| 3Y | -22.1% | +56.9% | -79.1% | -64.0% |
| All | -2.7% | +60.6% | -63.3% | -52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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