+75.7%
VTI vs GFS
-19.7%
+95.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.3% | +0.4% |
| 7D | -0.9% | +3.8% | -4.7% | -1.6% |
| 30D | -1.4% | -11.7% | +10.3% | +0.6% |
| 3M | +3.6% | -41.8% | +45.4% | +13.1% |
| 6M | +13.6% | +6.6% | +7.0% | +8.6% |
| YTD | +12.9% | +34.6% | -21.7% | +1.6% |
| 1Y | +17.2% | +46.2% | -28.9% | +2.9% |
| 3Y | +75.7% | -20.3% | +96.0% | +68.9% |
| All | +75.7% | -19.7% | +95.4% | +68.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling