+38.4%
VFC vs GAP
-12.4%
+50.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.8% | +4.1% | +3.7% |
| 7D | +1.6% | -1.9% | +3.5% | +2.6% |
| 30D | +25.5% | -7.1% | +32.5% | +30.0% |
| 3M | +41.3% | +4.1% | +37.2% | +36.4% |
| 6M | +22.2% | +1.9% | +20.3% | +16.8% |
| YTD | +16.4% | -15.2% | +31.6% | +22.4% |
| 1Y | +38.4% | -10.6% | +49.0% | +37.2% |
| All | +38.4% | -12.4% | +50.8% | +37.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling