-0.8%
GFS vs VNQ
+5.0%
-5.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.8% |
| 7D | +4.5% | -0.9% | +5.4% | +5.3% |
| 30D | -8.2% | -2.2% | -6.0% | -6.5% |
| 3M | -38.9% | -1.9% | -36.9% | -38.5% |
| 6M | -2.9% | +3.2% | -6.1% | -7.0% |
| YTD | +31.8% | +9.4% | +22.4% | +19.2% |
| 1Y | +43.1% | +7.5% | +35.6% | +31.6% |
| 3Y | -20.6% | +31.1% | -51.7% | -40.8% |
| All | -0.8% | +5.0% | -5.9% | +3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling