-44.6%
VG vs GFS
+1.5%
-46.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.8% | -0.7% |
| 7D | +14.0% | +7.4% | +6.6% | +13.4% |
| 30D | -1.0% | -15.3% | +14.3% | -0.2% |
| 3M | -2.7% | -21.1% | +18.4% | -1.6% |
| 6M | +1.5% | -44.5% | +46.0% | +4.8% |
| YTD | +93.7% | +19.2% | +74.5% | +57.8% |
| 1Y | +68.5% | +27.2% | +41.3% | +32.0% |
| All | -44.6% | +1.5% | -46.1% | -53.2% |
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