+60.2%
VT vs GFS
-13.5%
+73.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.9% | -2.3% | +1.7% |
| 7D | +0.4% | -3.1% | +3.5% | +0.8% |
| 30D | -2.6% | -16.0% | +13.4% | +0.2% |
| 3M | -3.2% | -24.7% | +21.5% | +1.1% |
| 6M | +0.9% | -45.1% | +46.1% | +10.4% |
| YTD | +11.3% | +16.5% | -5.2% | +3.8% |
| 1Y | +14.0% | +19.3% | -5.3% | +5.6% |
| 3Y | +75.8% | -20.0% | +95.8% | +70.3% |
| 5Y | +57.8% | -32.0% | +89.9% | +51.3% |
| All | +60.2% | -13.5% | +73.7% | +51.2% |
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