-2.4%
GFS vs VMC
+46.1%
-48.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.0% |
| 7D | +1.0% | -4.3% | +5.3% | +3.5% |
| 30D | -8.6% | -8.2% | -0.3% | -4.1% |
| 3M | -46.5% | -7.0% | -39.5% | -45.1% |
| 6M | -4.8% | -10.8% | +5.9% | +0.1% |
| YTD | +29.7% | -7.4% | +37.0% | +30.7% |
| 1Y | +35.8% | -9.5% | +45.3% | +38.8% |
| 3Y | -18.3% | +20.5% | -38.8% | -33.1% |
| All | -2.4% | +46.1% | -48.5% | -30.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling