-23.5%
GFS vs VTEB
+9.6%
-33.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.2% |
| 7D | +2.6% | -0.2% | +2.9% | +2.8% |
| 30D | -16.4% | -1.6% | -14.8% | -15.2% |
| 3M | -41.6% | -2.0% | -39.6% | -40.5% |
| 6M | -3.7% | -1.7% | -2.0% | -2.2% |
| YTD | +29.3% | -0.6% | +29.9% | +30.5% |
| 1Y | +37.1% | +1.8% | +35.3% | +36.8% |
| All | -23.5% | +9.6% | -33.0% | -37.7% |
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