-2.7%
GFS vs VO
+41.1%
-43.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | +0.7% |
| 7D | +2.6% | +0.6% | +2.0% | +1.6% |
| 30D | -16.4% | -1.1% | -15.3% | -14.7% |
| 3M | -41.6% | +4.5% | -46.1% | -45.3% |
| 6M | -3.7% | +11.1% | -14.7% | -17.0% |
| YTD | +29.3% | +13.5% | +15.8% | +7.7% |
| 1Y | +37.1% | +14.5% | +22.6% | +13.3% |
| 3Y | -22.1% | +58.1% | -80.2% | -59.8% |
| All | -2.7% | +41.1% | -43.8% | -34.2% |
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