-22.9%
GIS vs VFC
-78.7%
+55.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -1.5% |
| 7D | -8.6% | -2.3% | -6.3% | -8.5% |
| 30D | -0.5% | -13.4% | +12.9% | +0.2% |
| 3M | +11.9% | -23.7% | +35.6% | +13.1% |
| 6M | -11.6% | -24.5% | +12.9% | -10.6% |
| YTD | -16.3% | -27.8% | +11.5% | -15.3% |
| 1Y | -21.8% | -13.5% | -8.3% | -21.5% |
| 3Y | -35.7% | -27.1% | -8.5% | -36.7% |
| 5Y | -22.9% | -79.0% | +56.1% | -14.7% |
| All | -22.9% | -78.7% | +55.8% | -14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling