-16.4%
GFS vs VIG
+63.4%
-79.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.4% | +6.6% | +6.9% |
| 7D | -7.8% | -1.8% | -6.0% | -4.8% |
| 30D | -19.7% | +2.7% | -22.3% | -23.7% |
| 3M | -23.1% | 0.0% | -23.1% | -23.2% |
| 6M | -46.4% | +6.8% | -53.1% | -52.6% |
| YTD | +11.0% | +12.1% | -1.0% | -9.6% |
| 1Y | +12.6% | +14.8% | -2.2% | -12.2% |
| 3Y | -24.9% | +62.4% | -87.4% | -67.4% |
| 5Y | -39.1% | +59.6% | -98.6% | -70.1% |
| All | -16.4% | +63.4% | -79.8% | -60.9% |
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