+174.0%
GD vs VFC
-46.8%
+220.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.6% |
| 7D | -1.9% | +3.5% | -5.4% | -2.5% |
| 30D | +10.9% | +38.3% | -27.3% | +4.8% |
| 3M | -6.8% | +40.2% | -46.9% | -12.2% |
| 6M | +7.0% | +10.6% | -3.6% | +4.3% |
| YTD | +11.1% | +16.7% | -5.6% | +6.6% |
| 1Y | +7.0% | +45.0% | -37.9% | -1.5% |
| 3Y | +59.9% | +48.8% | +11.1% | +31.6% |
| 5Y | +102.5% | -67.6% | +170.0% | +164.5% |
| 10Y | +174.0% | -47.5% | +221.6% | +212.5% |
| All | +174.0% | -46.8% | +220.8% | +212.5% |
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