+48.8%
VFC vs GAP
+77.2%
-28.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.1% |
| 7D | +3.5% | -0.1% | +3.6% | +3.4% |
| 30D | +38.3% | -5.4% | +43.7% | +41.6% |
| 3M | +40.2% | +2.9% | +37.3% | +36.9% |
| 6M | +10.6% | -4.4% | +15.0% | +10.8% |
| YTD | +16.7% | -11.6% | +28.3% | +20.8% |
| 1Y | +45.0% | -6.0% | +51.0% | +46.0% |
| 3Y | +48.8% | +78.0% | -29.2% | +30.5% |
| All | +48.8% | +77.2% | -28.4% | +30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling