+103.5%
V vs GFS
-30.9%
+134.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | +0.6% | -5.3% | +5.9% | +1.1% |
| 30D | +9.7% | -15.8% | +25.5% | +11.5% |
| 3M | +17.3% | -18.6% | +35.9% | +19.3% |
| 6M | +33.2% | -45.0% | +78.2% | +40.2% |
| YTD | +21.3% | +16.8% | +4.6% | +11.5% |
| 1Y | +27.3% | +17.8% | +9.5% | +16.6% |
| 3Y | +76.1% | -21.5% | +97.6% | +67.5% |
| 5Y | +103.5% | -29.3% | +132.8% | +90.2% |
| All | +103.5% | -30.9% | +134.3% | +90.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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