+188.7%
GD vs VFC
-67.5%
+256.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.4% | -4.1% | -2.2% |
| 7D | -5.3% | -1.6% | -3.6% | -5.0% |
| 30D | -6.4% | -11.6% | +5.2% | -4.5% |
| 3M | +5.7% | -18.1% | +23.8% | +8.8% |
| 6M | -0.9% | -27.4% | +26.4% | +3.6% |
| YTD | +8.2% | -24.8% | +33.0% | +12.2% |
| 1Y | +13.4% | -8.2% | +21.6% | +12.6% |
| 3Y | +68.5% | -29.1% | +97.6% | +60.8% |
| 5Y | +97.2% | -79.2% | +176.3% | +177.0% |
| All | +188.7% | -67.5% | +256.2% | +250.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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