-17.3%
GIS vs VFC
-48.6%
+31.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.2% | -0.9% | +2.2% |
| 7D | -3.4% | +1.6% | -5.0% | -3.5% |
| 30D | +6.9% | +25.5% | -18.6% | +5.2% |
| 3M | -10.1% | +41.3% | -51.4% | -12.3% |
| 6M | +5.9% | +22.2% | -16.4% | +4.1% |
| YTD | -21.1% | +16.4% | -37.5% | -22.4% |
| 1Y | -22.5% | +38.4% | -60.9% | -24.7% |
| 3Y | -39.0% | +56.2% | -95.2% | -43.4% |
| 5Y | -33.3% | -68.2% | +34.8% | -27.9% |
| All | -17.3% | -48.6% | +31.4% | -17.4% |
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