+371.1%
GH vs VFC
-70.2%
+441.3%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.2% | -5.3% | -3.1% |
| 7D | +0.6% | +1.6% | -1.1% | 0.0% |
| 30D | -6.9% | +25.5% | -32.4% | -13.8% |
| 3M | -4.9% | +41.3% | -46.2% | -15.7% |
| 6M | +54.1% | +22.2% | +31.8% | +41.0% |
| YTD | +48.5% | +16.4% | +32.1% | +37.5% |
| 1Y | +61.2% | +38.4% | +22.7% | +39.6% |
| 3Y | +570.3% | +56.2% | +514.1% | +385.9% |
| 5Y | +46.1% | -68.2% | +114.3% | +98.8% |
| All | +371.1% | -70.2% | +441.3% | +547.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 10y: compounded portfolio wealth divided by compounded VFC 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…
10y analysis · Full analysis span regression · 6 months rolling