+27.2%
GFS vs VFC
+37.3%
-10.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.2% | -5.9% | -3.3% |
| 7D | +7.4% | +1.6% | +5.8% | +7.0% |
| 30D | -15.3% | +25.5% | -40.7% | -19.0% |
| 3M | -21.1% | +41.3% | -62.4% | -26.6% |
| 6M | -44.5% | +22.2% | -66.7% | -47.3% |
| YTD | +19.2% | +16.4% | +2.8% | +11.4% |
| 1Y | +27.2% | +38.4% | -11.2% | +15.9% |
| All | +27.2% | +37.3% | -10.1% | +15.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling