+29.6%
VG vs GFS
-5.3%
+34.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.1% |
| 7D | +1.7% | +1.0% | +0.7% | +2.0% |
| 30D | +16.0% | -8.6% | +24.6% | +13.9% |
| 3M | +9.7% | -46.5% | +56.3% | -6.0% |
| 6M | +29.6% | -4.8% | +34.4% | +69.8% |
| All | +29.6% | -5.3% | +34.9% | +69.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling