-10.3%
GFS vs VNQ
+7.7%
-17.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | +7.4% | +0.8% | +6.6% | +6.7% |
| 30D | -15.3% | +6.8% | -22.0% | -20.1% |
| 3M | -21.1% | -1.3% | -19.8% | -20.5% |
| 6M | -44.5% | +2.4% | -46.9% | -46.5% |
| YTD | +19.2% | +12.1% | +7.1% | +5.3% |
| 1Y | +27.2% | +12.0% | +15.3% | +12.5% |
| 3Y | -20.1% | +44.8% | -64.9% | -45.9% |
| 5Y | -25.6% | +6.9% | -32.5% | -25.1% |
| All | -10.3% | +7.7% | -17.9% | -8.9% |
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