-19.4%
GFS vs VT
+75.0%
-94.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.6% |
| 7D | +1.0% | +0.4% | +0.6% | +0.1% |
| 30D | -8.6% | +1.0% | -9.6% | -10.1% |
| 3M | -46.5% | +2.4% | -48.9% | -48.1% |
| 6M | -4.8% | +12.0% | -16.8% | -21.2% |
| YTD | +29.7% | +15.3% | +14.3% | +1.7% |
| 1Y | +35.8% | +22.6% | +13.3% | -4.4% |
| All | -19.4% | +75.0% | -94.3% | -68.6% |
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