-18.0%
GIS vs VFC
-6.8%
-11.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.4% | -4.8% | -2.7% |
| 7D | -7.8% | -1.6% | -6.2% | -7.7% |
| 30D | +6.6% | -11.6% | +18.2% | +7.8% |
| 3M | +21.0% | -18.1% | +39.1% | +22.7% |
| 6M | -9.1% | -27.4% | +18.3% | -7.5% |
| YTD | -13.6% | -24.8% | +11.2% | -12.3% |
| 1Y | -18.0% | -8.2% | -9.8% | -17.2% |
| All | -18.0% | -6.8% | -11.2% | -17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling