-16.6%
GFS vs VT
+73.6%
-90.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.5% | +2.5% |
| 7D | -8.2% | -1.6% | -6.6% | -4.9% |
| 30D | -14.5% | -2.5% | -12.0% | -9.9% |
| 3M | -14.0% | -1.3% | -12.7% | -11.0% |
| 6M | -33.7% | +3.1% | -36.8% | -35.7% |
| YTD | +23.3% | +10.9% | +12.4% | +4.4% |
| 1Y | +20.8% | +12.1% | +8.7% | +0.5% |
| All | -16.6% | +73.6% | -90.2% | -73.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling