+35.8%
GFS vs VNQ
+9.6%
+26.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.7% |
| 7D | +1.0% | -1.3% | +2.3% | +1.2% |
| 30D | -8.6% | -2.9% | -5.7% | -8.1% |
| 3M | -46.5% | +0.8% | -47.3% | -47.7% |
| 6M | -4.8% | +2.5% | -7.3% | -9.2% |
| YTD | +29.7% | +10.6% | +19.0% | +15.7% |
| 1Y | +35.8% | +9.1% | +26.8% | +21.4% |
| All | +35.8% | +9.6% | +26.3% | +21.4% |
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