+393.9%
GH vs VFC
-81.8%
+475.7%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -1.8% |
| 7D | -1.2% | -3.3% | +2.0% | -0.2% |
| 30D | -3.7% | -14.0% | +10.3% | +1.0% |
| 3M | +21.7% | -22.6% | +44.2% | +30.2% |
| 6M | +75.7% | -24.7% | +100.5% | +88.8% |
| YTD | +55.7% | -29.0% | +84.7% | +70.5% |
| 1Y | +181.1% | -13.8% | +194.9% | +181.4% |
| 3Y | +371.6% | -28.2% | +399.9% | +344.9% |
| 5Y | +23.2% | -79.0% | +102.2% | +92.7% |
| All | +393.9% | -81.8% | +475.7% | +702.7% |
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