-22.5%
GIS vs VFC
+37.3%
-59.8%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.2% | -0.9% | +2.0% |
| 7D | -3.4% | +1.6% | -5.0% | -3.6% |
| 30D | +6.9% | +25.5% | -18.6% | +4.0% |
| 3M | -10.1% | +41.3% | -51.4% | -13.7% |
| 6M | +5.9% | +22.2% | -16.4% | +2.6% |
| YTD | -21.1% | +16.4% | -37.5% | -23.8% |
| 1Y | -22.5% | +38.4% | -60.9% | -26.8% |
| All | -22.5% | +37.3% | -59.8% | -26.8% |
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 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