+61.3%
VT vs GFS
-8.5%
+69.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.5% | -4.3% | +0.2% |
| 7D | -0.7% | +6.2% | -6.9% | -1.9% |
| 30D | -1.7% | -11.4% | +9.6% | 0.0% |
| 3M | -2.3% | -15.5% | +13.2% | 0.0% |
| 6M | +1.5% | -42.6% | +44.2% | +10.1% |
| YTD | +12.0% | +23.2% | -11.1% | +3.4% |
| 1Y | +12.9% | +23.6% | -10.7% | +3.9% |
| 3Y | +74.9% | -17.2% | +92.2% | +68.4% |
| 5Y | +59.9% | -23.4% | +83.4% | +51.2% |
| All | +61.3% | -8.5% | +69.7% | +50.7% |
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 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