-12.3%
GFS vs VOO
+77.2%
-89.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.3% | +2.5% | +0.8% |
| 7D | -3.1% | +0.1% | -3.2% | -3.1% |
| 30D | -16.0% | -3.3% | -12.7% | -10.5% |
| 3M | -24.7% | -2.4% | -22.3% | -20.9% |
| 6M | -45.1% | +2.6% | -47.7% | -46.4% |
| YTD | +16.5% | +11.3% | +5.2% | -0.4% |
| 1Y | +19.3% | +13.4% | +5.9% | -1.1% |
| 3Y | -20.0% | +80.3% | -100.2% | -68.5% |
| 5Y | -32.0% | +72.7% | -104.7% | -67.2% |
| All | -12.3% | +77.2% | -89.6% | -60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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