-12.3%
GFS vs VO
+41.2%
-53.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.7% | +2.2% | +0.4% |
| 7D | -3.1% | -0.1% | -3.0% | -2.6% |
| 30D | -16.0% | +0.5% | -16.5% | -16.5% |
| 3M | -24.7% | -1.0% | -23.7% | -23.0% |
| 6M | -45.1% | +6.4% | -51.6% | -49.6% |
| YTD | +16.5% | +13.6% | +2.9% | -2.8% |
| 1Y | +19.3% | +14.5% | +4.9% | -1.5% |
| 3Y | -20.0% | +67.2% | -87.2% | -61.9% |
| 5Y | -32.0% | +36.1% | -68.1% | -51.5% |
| All | -12.3% | +41.2% | -53.6% | -40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 10y: compounded portfolio wealth divided by compounded VO 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…
10y analysis · Full analysis span regression · 6 months rolling