+51.8%
VG vs GFS
+15.5%
+36.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | -5.9% | -1.7% | -8.7% |
| 7D | -16.4% | -12.5% | -3.9% | -18.4% |
| 30D | -10.8% | -16.9% | +6.1% | -13.7% |
| 3M | -6.3% | -22.3% | +16.0% | -10.2% |
| 6M | -12.5% | -40.2% | +27.7% | -17.5% |
| YTD | +76.9% | +16.0% | +60.9% | +93.5% |
| 1Y | +51.8% | +17.7% | +34.1% | +61.6% |
| All | +51.8% | +15.5% | +36.3% | +61.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling