-20.8%
GIS vs VFC
-70.4%
+49.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.6% | -1.5% | -2.9% |
| 7D | -8.4% | -3.3% | -5.1% | -8.2% |
| 30D | -5.2% | -14.0% | +8.8% | -4.2% |
| 3M | +8.2% | -22.6% | +30.7% | +9.9% |
| 6M | -12.0% | -24.7% | +12.7% | -10.6% |
| YTD | -18.9% | -29.0% | +10.1% | -17.4% |
| 1Y | -23.6% | -13.8% | -9.8% | -23.4% |
| 3Y | -37.6% | -28.2% | -9.4% | -38.8% |
| 5Y | -25.2% | -79.0% | +53.8% | -17.1% |
| All | -20.8% | -70.4% | +49.5% | -18.3% |
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 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