-30.1%
GFS vs VIG
+64.4%
-94.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | +7.4% | +3.5% | +3.9% | +0.9% |
| 30D | -15.3% | +4.9% | -20.2% | -22.6% |
| 3M | -21.1% | +2.5% | -23.6% | -24.7% |
| 6M | -44.5% | +11.0% | -55.5% | -54.2% |
| YTD | +19.2% | +16.0% | +3.3% | -8.7% |
| 1Y | +27.2% | +17.5% | +9.7% | -4.9% |
| 3Y | -20.1% | +67.0% | -87.1% | -66.9% |
| All | -30.1% | +64.4% | -94.6% | -69.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling