-40.7%
GFS vs VNQ
+1.6%
-42.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.9% |
| 7D | +17.2% | +0.2% | +17.0% | +17.3% |
| 30D | -8.7% | +5.8% | -14.6% | -4.1% |
| 3M | -19.7% | 0.0% | -19.6% | -20.4% |
| 6M | -40.7% | +1.5% | -42.2% | -40.7% |
| All | -40.7% | +1.6% | -42.3% | -40.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling