-2.4%
GFS vs VFC
-77.9%
+75.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.4% | -0.8% | +0.8% |
| 7D | +1.0% | -1.6% | +2.6% | +1.5% |
| 30D | -8.6% | -11.6% | +3.0% | -5.3% |
| 3M | -46.5% | -18.1% | -28.4% | -44.0% |
| 6M | -4.8% | -27.4% | +22.5% | +2.7% |
| YTD | +29.7% | -24.8% | +54.5% | +37.6% |
| 1Y | +35.8% | -8.2% | +44.0% | +34.3% |
| 3Y | -18.3% | -29.1% | +10.8% | -22.2% |
| All | -2.4% | -77.9% | +75.4% | +94.0% |
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