+54.9%
GD vs VFC
+39.3%
+15.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.6% | -2.1% |
| 7D | -3.9% | +10.9% | -14.8% | -4.6% |
| 30D | +8.1% | +40.6% | -32.6% | +5.6% |
| 3M | -6.8% | +34.4% | -41.2% | -8.7% |
| 6M | +3.0% | +12.3% | -9.3% | +1.9% |
| YTD | +7.8% | +14.4% | -6.6% | +6.3% |
| 1Y | +5.8% | +40.6% | -34.8% | +3.0% |
| All | +54.9% | +39.3% | +15.5% | +48.0% |
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