+19,778.3%
GD vs VFC
+1,337.9%
+18,440.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.6% | -1.7% |
| 7D | -3.9% | +10.9% | -14.8% | -6.0% |
| 30D | +8.1% | +40.6% | -32.6% | +0.5% |
| 3M | -6.8% | +34.4% | -41.2% | -12.7% |
| 6M | +3.0% | +12.3% | -9.3% | -0.6% |
| YTD | +7.8% | +14.4% | -6.6% | +2.8% |
| 1Y | +5.8% | +40.6% | -34.8% | -3.8% |
| 3Y | +55.3% | +40.1% | +15.2% | +26.8% |
| 5Y | +96.7% | -67.6% | +164.3% | +124.2% |
| 10Y | +195.4% | -45.9% | +241.3% | +185.2% |
| All | +19,778.3% | +1,337.9% | +18,440.4% | +9,808.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling