-21.5%
GFS vs VFC
+47.8%
-69.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +0.9% | +0.4% |
| 7D | -5.3% | +3.5% | -8.8% | -6.1% |
| 30D | -15.8% | +38.3% | -54.1% | -22.4% |
| 3M | -18.6% | +40.2% | -58.8% | -25.4% |
| 6M | -45.0% | +10.6% | -55.6% | -47.1% |
| YTD | +16.8% | +16.7% | 0.0% | +9.9% |
| 1Y | +17.8% | +45.0% | -27.2% | +4.5% |
| 3Y | -21.5% | +48.8% | -70.3% | -37.4% |
| All | -21.5% | +47.8% | -69.3% | -37.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling