+84.9%
VUG vs GFS
-21.4%
+106.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.9% |
| 7D | +0.1% | +4.5% | -4.4% | -0.8% |
| 30D | -1.7% | -8.2% | +6.5% | -0.1% |
| 3M | +2.8% | -38.9% | +41.7% | +12.7% |
| 6M | +13.6% | -2.9% | +16.5% | +10.3% |
| YTD | +8.1% | +31.8% | -23.7% | -3.8% |
| 1Y | +13.1% | +43.1% | -30.1% | -2.1% |
| All | +84.9% | -21.4% | +106.4% | +79.4% |
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 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