-16.4%
GFS vs VMC
+57.3%
-73.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.0% | +7.2% | +6.7% |
| 7D | -7.8% | +0.5% | -8.4% | -8.2% |
| 30D | -19.7% | +15.8% | -35.5% | -26.3% |
| 3M | -23.1% | +0.6% | -23.7% | -23.8% |
| 6M | -46.4% | -4.0% | -42.3% | -46.1% |
| YTD | +11.0% | -0.3% | +11.3% | +6.8% |
| 1Y | +12.6% | -0.5% | +13.2% | +8.4% |
| 3Y | -24.9% | +39.6% | -64.5% | -44.2% |
| 5Y | -39.1% | +50.1% | -89.1% | -58.7% |
| All | -16.4% | +57.3% | -73.7% | -43.1% |
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