+70.8%
GD vs VFC
-28.0%
+98.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.4% | -4.1% | -1.9% |
| 7D | -5.3% | -1.6% | -3.6% | -5.2% |
| 30D | -6.4% | -11.6% | +5.2% | -5.8% |
| 3M | +5.7% | -18.1% | +23.8% | +6.8% |
| 6M | -0.9% | -27.4% | +26.4% | +0.5% |
| YTD | +8.2% | -24.8% | +33.0% | +9.6% |
| 1Y | +13.4% | -8.2% | +21.6% | +13.6% |
| All | +70.8% | -28.0% | +98.8% | +68.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling