+131.1%
VGT vs GFS
-3.9%
+135.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | +1.8% | +2.6% | -0.8% | +1.0% |
| 30D | -0.3% | -16.4% | +16.1% | +5.2% |
| 3M | +3.4% | -41.6% | +45.0% | +21.1% |
| 6M | +35.0% | -3.7% | +38.7% | +32.4% |
| YTD | +28.8% | +29.3% | -0.6% | +13.1% |
| 1Y | +38.0% | +37.1% | +0.9% | +18.0% |
| 3Y | +125.8% | -22.1% | +147.9% | +122.8% |
| All | +131.1% | -3.9% | +135.0% | +113.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling