+11.4%
VT vs GFS
+8.5%
+2.9%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.2% | -6.0% | -0.5% |
| 7D | -2.3% | -7.8% | +5.5% | -1.4% |
| 30D | -5.0% | -19.7% | +14.7% | -2.7% |
| 3M | -4.9% | -23.1% | +18.2% | -2.3% |
| 6M | -1.5% | -46.4% | +44.8% | +4.9% |
| YTD | +8.5% | +11.0% | -2.5% | +4.0% |
| 1Y | +11.4% | +12.6% | -1.3% | +5.8% |
| All | +11.4% | +8.5% | +2.9% | +5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling