-16.4%
GFS vs VFC
-66.3%
+49.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.1% | +6.1% | +6.2% |
| 7D | -7.8% | +11.2% | -19.0% | -10.6% |
| 30D | -19.7% | +41.5% | -61.2% | -27.5% |
| 3M | -23.1% | +38.9% | -62.1% | -30.3% |
| 6M | -46.4% | +6.1% | -52.5% | -48.2% |
| YTD | +11.0% | +14.5% | -3.5% | +4.0% |
| 1Y | +12.6% | +46.0% | -33.3% | -2.2% |
| 3Y | -24.9% | +36.4% | -61.3% | -41.7% |
| 5Y | -39.1% | -67.5% | +28.5% | +6.8% |
| All | -16.4% | -66.3% | +49.8% | +46.6% |
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