-7.8%
GFS vs VNQ
+7.6%
-15.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | 0.0% |
| 7D | +17.2% | +0.2% | +17.0% | +17.0% |
| 30D | -8.7% | +5.8% | -14.6% | -13.3% |
| 3M | -19.7% | 0.0% | -19.6% | -19.9% |
| 6M | -40.7% | +1.5% | -42.2% | -42.4% |
| YTD | +22.5% | +12.1% | +10.4% | +8.2% |
| 1Y | +25.2% | +10.6% | +14.6% | +12.1% |
| 3Y | -17.7% | +43.5% | -61.2% | -43.7% |
| 5Y | -23.5% | +6.8% | -30.4% | -23.0% |
| All | -7.8% | +7.6% | -15.4% | -6.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling