+59.8%
VT vs GFS
-11.4%
+71.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | +0.2% |
| 7D | +2.4% | +7.4% | -5.0% | +1.0% |
| 30D | -1.5% | -15.3% | +13.8% | +1.1% |
| 3M | -4.1% | -21.1% | +17.0% | -0.6% |
| 6M | +0.6% | -44.5% | +45.0% | +9.7% |
| YTD | +11.0% | +19.2% | -8.2% | +3.0% |
| 1Y | +13.3% | +27.2% | -13.9% | +3.7% |
| 3Y | +73.4% | -20.1% | +93.5% | +68.0% |
| 5Y | +57.4% | -25.6% | +83.0% | +49.7% |
| All | +59.8% | -11.4% | +71.2% | +50.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling