+12.6%
GFS vs VT
+10.5%
+2.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.2% | +6.0% | +5.7% |
| 7D | -7.8% | -2.3% | -5.5% | -2.9% |
| 30D | -19.7% | -5.0% | -14.7% | -9.8% |
| 3M | -23.1% | -4.9% | -18.2% | -13.4% |
| 6M | -46.4% | -1.5% | -44.8% | -42.7% |
| YTD | +11.0% | +8.5% | +2.5% | -0.2% |
| 1Y | +12.6% | +11.4% | +1.3% | -2.9% |
| All | +12.6% | +10.5% | +2.1% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 1y: compounded portfolio wealth divided by compounded VT 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…
1y analysis · Full analysis span regression · 6 months rolling