-20.1%
GFS vs VTEB
+10.6%
-30.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.6% |
| 7D | +7.4% | -1.2% | +8.6% | +7.8% |
| 30D | -15.3% | +2.5% | -17.7% | -16.4% |
| 3M | -21.1% | -1.7% | -19.4% | -19.7% |
| 6M | -44.5% | -1.2% | -43.2% | -43.6% |
| YTD | +19.2% | -0.5% | +19.7% | +20.9% |
| 1Y | +27.2% | -0.1% | +27.3% | +28.9% |
| 3Y | -20.1% | +10.5% | -30.6% | -33.8% |
| All | -20.1% | +10.6% | -30.7% | -33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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