+75.5%
VTV vs GFS
-2.1%
+77.6%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.6% |
| 7D | -0.7% | +4.5% | -5.2% | -1.2% |
| 30D | -0.5% | -8.2% | +7.7% | +0.5% |
| 3M | +5.3% | -38.9% | +44.2% | +11.5% |
| 6M | +12.9% | -2.9% | +15.7% | +11.0% |
| YTD | +18.5% | +31.8% | -13.3% | +10.8% |
| 1Y | +25.3% | +43.1% | -17.9% | +15.3% |
| 3Y | +68.2% | -20.6% | +88.8% | +64.2% |
| All | +75.5% | -2.1% | +77.6% | +65.5% |
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