+66.1%
VUG vs GFS
-11.4%
+77.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.8% | -0.2% |
| 7D | +2.5% | +7.4% | -4.9% | +0.7% |
| 30D | -6.3% | -15.3% | +9.0% | -2.7% |
| 3M | -6.0% | -21.1% | +15.1% | -1.2% |
| 6M | -3.5% | -44.5% | +40.9% | +8.6% |
| YTD | +3.9% | +19.2% | -15.3% | -7.0% |
| 1Y | +5.1% | +27.2% | -22.1% | -7.9% |
| 3Y | +77.9% | -20.1% | +98.0% | +70.0% |
| 5Y | +62.4% | -25.6% | +88.0% | +51.1% |
| All | +66.1% | -11.4% | +77.5% | +52.3% |
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