-20.1%
GFS vs VNQ
+44.6%
-64.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | +7.4% | +0.8% | +6.6% | +6.9% |
| 30D | -15.3% | +6.8% | -22.0% | -19.0% |
| 3M | -21.1% | -1.3% | -19.8% | -20.4% |
| 6M | -44.5% | +2.4% | -46.9% | -46.2% |
| YTD | +19.2% | +12.1% | +7.1% | +6.6% |
| 1Y | +27.2% | +12.0% | +15.3% | +13.9% |
| 3Y | -20.1% | +44.8% | -64.9% | -46.4% |
| All | -20.1% | +44.6% | -64.8% | -46.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling