-19.4%
GFS vs VMC
+21.0%
-40.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.1% |
| 7D | +1.0% | -4.3% | +5.3% | +2.9% |
| 30D | -8.6% | -8.2% | -0.3% | -5.2% |
| 3M | -46.5% | -7.0% | -39.5% | -45.4% |
| 6M | -4.8% | -10.8% | +5.9% | -1.2% |
| YTD | +29.7% | -7.4% | +37.0% | +29.4% |
| 1Y | +35.8% | -9.5% | +45.3% | +37.3% |
| All | -19.4% | +21.0% | -40.4% | -30.0% |
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