-68.7%
VFC vs GAP
+28.3%
-97.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.6% | +2.4% | -0.4% |
| 7D | -2.3% | -3.2% | +0.8% | -1.1% |
| 30D | -13.4% | -0.7% | -12.7% | -13.6% |
| 3M | -23.7% | -0.5% | -23.2% | -24.0% |
| 6M | -24.5% | -5.0% | -19.5% | -23.7% |
| YTD | -27.8% | -14.7% | -13.2% | -24.4% |
| 1Y | -13.5% | -8.6% | -4.8% | -11.6% |
| 3Y | -27.1% | +108.4% | -135.5% | -47.1% |
| 5Y | -79.0% | +5.8% | -84.8% | -82.2% |
| 10Y | -68.7% | +29.6% | -98.4% | -79.6% |
| All | -68.7% | +28.3% | -97.0% | -79.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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