+17.7%
GFS vs VMC
+3.7%
+14.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +4.6% | -10.5% | -6.3% |
| 7D | -12.5% | +12.3% | -24.8% | -13.5% |
| 30D | -16.9% | +21.2% | -38.2% | -18.9% |
| 3M | -22.3% | +4.6% | -26.9% | -22.4% |
| 6M | -40.2% | +3.9% | -44.1% | -40.4% |
| YTD | +16.0% | +5.0% | +11.0% | +7.7% |
| 1Y | +17.7% | +2.6% | +15.0% | +10.5% |
| All | +17.7% | +3.7% | +14.0% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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