+627.7%
GEV vs VFC
-6.5%
+634.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.1% | -1.6% |
| 7D | +3.2% | -2.3% | +5.5% | +3.6% |
| 30D | -4.0% | -13.4% | +9.3% | -1.3% |
| 3M | +3.4% | -23.7% | +27.1% | +8.3% |
| 6M | +14.7% | -24.5% | +39.2% | +19.9% |
| YTD | +45.8% | -27.8% | +73.6% | +53.1% |
| 1Y | +57.4% | -13.5% | +70.8% | +57.9% |
| All | +627.7% | -6.5% | +634.2% | +633.7% |
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