-17.9%
GFS vs VMC
+35.7%
-53.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +0.9% | 0.0% |
| 7D | +17.2% | -1.7% | +18.9% | +18.0% |
| 30D | -8.7% | +15.3% | -24.0% | -14.3% |
| 3M | -19.7% | +0.3% | -20.0% | -19.9% |
| 6M | -40.7% | +0.9% | -41.6% | -41.8% |
| YTD | +22.5% | -1.0% | +23.6% | +18.3% |
| 1Y | +25.2% | -4.3% | +29.6% | +23.4% |
| All | -17.9% | +35.7% | -53.6% | -39.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling