+55.8%
VT vs GFS
-22.3%
+78.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -9.9% | +5.8% | -2.3% |
| 7D | -4.2% | -20.7% | +16.5% | -0.2% |
| 30D | -5.8% | -25.2% | +19.4% | -1.1% |
| 3M | -5.2% | -26.3% | +21.1% | -0.6% |
| 6M | +0.1% | -50.7% | +50.8% | +11.6% |
| YTD | +8.2% | +4.5% | +3.7% | +2.9% |
| 1Y | +10.1% | +2.5% | +7.7% | +5.0% |
| 3Y | +69.7% | -30.9% | +100.6% | +68.8% |
| 5Y | +53.4% | -42.6% | +96.0% | +50.5% |
| All | +55.8% | -22.3% | +78.1% | +50.0% |
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