-23.5%
GFS vs VNQ
+32.2%
-55.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | +2.6% | -0.4% | +3.0% | +2.9% |
| 30D | -16.4% | -2.5% | -13.9% | -14.9% |
| 3M | -41.6% | +1.4% | -43.0% | -42.9% |
| 6M | -3.7% | +4.6% | -8.2% | -8.3% |
| YTD | +29.3% | +10.5% | +18.8% | +17.2% |
| 1Y | +37.1% | +8.4% | +28.7% | +26.4% |
| All | -23.5% | +32.2% | -55.7% | -43.1% |
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