-7.3%
GFS vs VFC
-65.8%
+58.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.5% | +6.0% | +5.6% |
| 7D | +6.2% | -1.4% | +7.6% | +6.7% |
| 30D | -11.4% | +30.7% | -42.1% | -18.1% |
| 3M | -15.5% | +40.6% | -56.1% | -23.7% |
| 6M | -42.6% | +16.5% | -59.1% | -46.0% |
| YTD | +23.2% | +16.2% | +7.0% | +15.0% |
| 1Y | +23.6% | +42.4% | -18.9% | +8.1% |
| 3Y | -17.2% | +48.1% | -65.3% | -37.6% |
| 5Y | -23.4% | -67.8% | +44.4% | +33.4% |
| All | -7.3% | -65.8% | +58.5% | +62.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling