-7.8%
GFS vs VIG
+69.1%
-76.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +17.2% | +3.1% | +14.1% | +10.9% |
| 30D | -8.7% | +5.0% | -13.8% | -16.8% |
| 3M | -19.7% | +2.7% | -22.3% | -23.6% |
| 6M | -40.7% | +11.0% | -51.7% | -51.1% |
| YTD | +22.5% | +16.0% | +6.6% | -6.2% |
| 1Y | +25.2% | +16.3% | +9.0% | -4.5% |
| 3Y | -17.7% | +66.8% | -84.5% | -66.0% |
| 5Y | -23.5% | +64.8% | -88.3% | -64.6% |
| All | -7.8% | +69.1% | -76.9% | -59.4% |
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