-0.8%
GFS vs VNQ
+4.1%
-4.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.8% |
| 7D | +3.2% | -2.6% | +5.8% | +5.5% |
| 30D | -9.6% | -2.3% | -7.2% | -7.8% |
| 3M | -38.5% | -2.8% | -35.7% | -37.7% |
| 6M | -1.3% | +2.5% | -3.8% | -4.9% |
| YTD | +31.8% | +8.4% | +23.4% | +20.1% |
| 1Y | +44.6% | +6.8% | +37.8% | +33.7% |
| 3Y | -20.6% | +29.9% | -50.6% | -40.3% |
| All | -0.8% | +4.1% | -4.9% | +3.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling