-12.7%
GFS vs VT
+63.4%
-76.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.7% | -7.7% | -9.1% |
| 7D | -12.5% | -0.3% | -12.2% | -12.1% |
| 30D | -16.9% | -1.4% | -15.5% | -14.7% |
| 3M | -22.3% | -1.4% | -20.9% | -19.9% |
| 6M | -40.2% | +5.5% | -45.7% | -44.4% |
| YTD | +16.0% | +12.8% | +3.1% | -3.9% |
| 1Y | +17.7% | +15.4% | +2.2% | -6.2% |
| 3Y | -23.4% | +76.9% | -100.2% | -69.9% |
| 5Y | -35.4% | +60.4% | -95.8% | -65.4% |
| All | -12.7% | +63.4% | -76.1% | -54.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling