+40.1%
VG vs GFS
+17.0%
+23.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.9% | -2.6% | +3.1% |
| 7D | -8.3% | -3.1% | -5.2% | -8.9% |
| 30D | -10.3% | -16.0% | +5.7% | -13.1% |
| 3M | -10.8% | -24.7% | +13.9% | -15.1% |
| 6M | +3.5% | -45.1% | +48.6% | -5.1% |
| YTD | +74.0% | +16.5% | +57.5% | +89.1% |
| All | +40.1% | +17.0% | +23.1% | +49.2% |
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 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