+619.9%
GH vs VFC
+47.8%
+572.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.0% |
| 7D | -11.2% | +3.5% | -14.7% | -11.9% |
| 30D | -7.2% | +38.3% | -45.5% | -14.2% |
| 3M | -7.1% | +40.2% | -47.3% | -14.6% |
| 6M | +62.3% | +10.6% | +51.7% | +56.6% |
| YTD | +52.1% | +16.7% | +35.4% | +44.5% |
| 1Y | +58.6% | +45.0% | +13.7% | +42.0% |
| 3Y | +619.9% | +48.8% | +571.1% | +549.3% |
| All | +619.9% | +47.8% | +572.1% | +549.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling