+72.7%
VUG vs GFS
-2.1%
+74.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -1.0% |
| 7D | +0.1% | +4.5% | -4.4% | -1.0% |
| 30D | -1.7% | -8.2% | +6.5% | +0.2% |
| 3M | +2.8% | -38.9% | +41.7% | +14.9% |
| 6M | +13.6% | -2.9% | +16.5% | +10.2% |
| YTD | +8.1% | +31.8% | -23.7% | -5.0% |
| 1Y | +13.1% | +43.1% | -30.1% | -3.6% |
| 3Y | +87.0% | -20.6% | +107.6% | +81.0% |
| All | +72.7% | -2.1% | +74.8% | +55.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling