+17.7%
GFS vs VNQ
+14.0%
+3.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +3.2% | -9.1% | -5.5% |
| 7D | -12.5% | +6.8% | -19.3% | -12.0% |
| 30D | -16.9% | +10.0% | -26.9% | -16.6% |
| 3M | -22.3% | 0.0% | -22.2% | -21.9% |
| 6M | -40.2% | +4.5% | -44.7% | -41.1% |
| YTD | +16.0% | +13.9% | +2.0% | +5.8% |
| 1Y | +17.7% | +14.1% | +3.6% | +7.3% |
| All | +17.7% | +14.0% | +3.7% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 1y: compounded portfolio wealth divided by compounded VNQ 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…
1y analysis · Full analysis span regression · 6 months rolling