-23.4%
GFS vs VO
+38.8%
-62.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.3% | +4.2% | +3.4% |
| 7D | +6.2% | +0.2% | +6.0% | +6.3% |
| 30D | -11.4% | +2.0% | -13.4% | -13.9% |
| 3M | -15.5% | -0.3% | -15.2% | -14.6% |
| 6M | -42.6% | +7.3% | -49.9% | -48.0% |
| YTD | +23.2% | +15.0% | +8.2% | +0.9% |
| 1Y | +23.6% | +14.7% | +8.9% | +1.7% |
| 3Y | -17.2% | +67.3% | -84.5% | -60.6% |
| 5Y | -23.4% | +38.8% | -62.3% | -50.9% |
| All | -23.4% | +38.8% | -62.2% | -50.9% |
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