-48.6%
VFC vs GAP
+1.5%
-50.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.8% | +4.1% | +3.6% |
| 7D | +1.6% | -1.9% | +3.5% | +2.4% |
| 30D | +25.5% | -7.1% | +32.5% | +29.0% |
| 3M | +41.3% | +4.1% | +37.2% | +38.0% |
| 6M | +22.2% | +1.9% | +20.3% | +19.5% |
| YTD | +16.4% | -15.2% | +31.6% | +22.1% |
| 1Y | +38.4% | -10.6% | +49.0% | +42.4% |
| 3Y | +56.2% | +74.6% | -18.4% | +20.2% |
| 5Y | -68.2% | +3.7% | -71.8% | -72.8% |
| All | -48.6% | +1.5% | -50.1% | -65.6% |
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