-18.4%
GFUZ vs VT
+19.5%
-37.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | +17.2% | +0.4% | +16.8% | +16.9% |
| 30D | -12.0% | +1.0% | -12.9% | -12.5% |
| 3M | -22.3% | +2.4% | -24.7% | -24.0% |
| 6M | -19.3% | +12.0% | -31.3% | -22.1% |
| YTD | -18.8% | +15.3% | -34.2% | -22.2% |
| All | -18.4% | +19.5% | -37.9% | -22.2% |
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