+401.3%
GH vs VFC
-80.7%
+482.0%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.1% | -0.5% |
| 7D | -0.1% | -1.6% | +1.6% | +0.4% |
| 30D | -1.1% | -11.6% | +10.5% | +2.9% |
| 3M | +21.3% | -18.1% | +39.4% | +27.5% |
| 6M | +73.5% | -27.4% | +100.9% | +88.8% |
| YTD | +58.0% | -24.8% | +82.8% | +69.8% |
| 1Y | +163.1% | -8.2% | +171.3% | +157.9% |
| 3Y | +361.0% | -29.1% | +390.2% | +340.2% |
| 5Y | +22.5% | -79.2% | +101.7% | +92.2% |
| All | +401.3% | -80.7% | +482.0% | +699.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling