-12.3%
GFS vs VIG
+67.4%
-79.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.4% | +2.5% | +0.4% |
| 7D | -3.1% | +0.4% | -3.5% | -3.9% |
| 30D | -16.0% | +4.3% | -20.3% | -22.4% |
| 3M | -24.7% | +2.0% | -26.7% | -27.6% |
| 6M | -45.1% | +10.2% | -55.3% | -54.2% |
| YTD | +16.5% | +14.8% | +1.7% | -9.2% |
| 1Y | +19.3% | +17.5% | +1.9% | -10.8% |
| 3Y | -20.0% | +67.4% | -87.4% | -67.1% |
| 5Y | -32.0% | +63.4% | -95.4% | -68.1% |
| All | -12.3% | +67.4% | -79.7% | -60.7% |
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