+73.4%
VUG vs GFS
0.0%
+73.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.2% | +0.4% |
| 7D | -0.5% | +3.8% | -4.3% | -1.4% |
| 30D | -1.0% | -11.7% | +10.8% | +2.0% |
| 3M | +3.5% | -41.8% | +45.3% | +17.2% |
| 6M | +14.2% | +6.6% | +7.6% | +8.1% |
| YTD | +8.5% | +34.6% | -26.2% | -5.1% |
| 1Y | +12.9% | +46.2% | -33.3% | -4.2% |
| 3Y | +85.6% | -20.3% | +106.0% | +79.7% |
| All | +73.4% | 0.0% | +73.3% | +55.4% |
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