-30.1%
GFS vs VTEB
+2.5%
-32.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.4% |
| 7D | +7.4% | -1.2% | +8.6% | +8.6% |
| 30D | -15.3% | +2.5% | -17.7% | -17.6% |
| 3M | -21.1% | -1.7% | -19.4% | -19.3% |
| 6M | -44.5% | -1.2% | -43.2% | -43.5% |
| YTD | +19.2% | -0.5% | +19.7% | +20.6% |
| 1Y | +27.2% | -0.1% | +27.3% | +28.1% |
| 3Y | -20.1% | +10.5% | -30.6% | -32.1% |
| All | -30.1% | +2.5% | -32.6% | -30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling