-42.6%
GFS vs VT
+53.2%
-95.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -4.1% | -5.8% | -2.4% |
| 7D | -20.7% | -4.2% | -16.5% | -14.0% |
| 30D | -25.2% | -5.8% | -19.4% | -16.3% |
| 3M | -26.3% | -5.2% | -21.1% | -18.1% |
| 6M | -50.7% | +0.1% | -50.8% | -49.5% |
| YTD | +4.5% | +8.2% | -3.7% | -6.1% |
| 1Y | +2.5% | +10.1% | -7.7% | -10.6% |
| 3Y | -30.9% | +69.7% | -100.6% | -70.5% |
| 5Y | -42.6% | +53.4% | -96.0% | -69.6% |
| All | -42.6% | +53.2% | -95.8% | -69.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling