+100.5%
GD vs VFC
-68.3%
+168.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.1% | -0.1% |
| 7D | +2.7% | +1.6% | +1.0% | +2.5% |
| 30D | +8.6% | +25.5% | -16.9% | +6.7% |
| 3M | -7.1% | +41.3% | -48.3% | -9.5% |
| 6M | +7.5% | +22.2% | -14.8% | +5.5% |
| YTD | +9.9% | +16.4% | -6.5% | +8.1% |
| 1Y | +7.6% | +38.4% | -30.9% | +4.4% |
| 3Y | +56.2% | +56.2% | 0.0% | +45.2% |
| All | +100.5% | -68.3% | +168.9% | +145.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling