-2.4%
GFS vs VO
+42.0%
-44.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.9% |
| 7D | +1.0% | -0.3% | +1.3% | +1.4% |
| 30D | -8.6% | -0.3% | -8.3% | -7.9% |
| 3M | -46.5% | +2.9% | -49.5% | -48.5% |
| 6M | -4.8% | +9.3% | -14.2% | -16.0% |
| YTD | +29.7% | +14.2% | +15.5% | +6.9% |
| 1Y | +35.8% | +15.3% | +20.6% | +11.0% |
| 3Y | -18.3% | +56.2% | -74.6% | -57.1% |
| All | -2.4% | +42.0% | -44.4% | -34.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling