+52.3%
GM vs VFC
-6.8%
+59.1%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.7% | -0.1% |
| 7D | +1.7% | -1.6% | +3.3% | +2.2% |
| 30D | -1.6% | -11.6% | +10.1% | +2.4% |
| 3M | +5.7% | -18.1% | +23.8% | +11.3% |
| 6M | +12.2% | -27.4% | +39.5% | +22.2% |
| YTD | +8.4% | -24.8% | +33.2% | +16.7% |
| 1Y | +52.3% | -8.2% | +60.5% | +48.6% |
| All | +52.3% | -6.8% | +59.1% | +48.6% |
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