-10.3%
GFS vs VO
+41.7%
-52.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | +7.4% | +3.1% | +4.3% | +2.2% |
| 30D | -15.3% | +2.2% | -17.5% | -17.8% |
| 3M | -21.1% | -2.5% | -18.6% | -17.3% |
| 6M | -44.5% | +7.0% | -51.4% | -49.4% |
| YTD | +19.2% | +14.0% | +5.2% | -1.0% |
| 1Y | +27.2% | +15.6% | +11.6% | +3.3% |
| 3Y | -20.1% | +66.2% | -86.3% | -61.7% |
| 5Y | -25.6% | +36.6% | -62.2% | -47.3% |
| All | -10.3% | +41.7% | -52.0% | -39.5% |
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