-67.6%
VFC vs GAP
+7.5%
-75.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.2% |
| 7D | +3.5% | -0.1% | +3.6% | +3.4% |
| 30D | +38.3% | -5.4% | +43.7% | +41.4% |
| 3M | +40.2% | +2.9% | +37.3% | +37.2% |
| 6M | +10.6% | -4.4% | +15.0% | +10.9% |
| YTD | +16.7% | -11.6% | +28.3% | +20.6% |
| 1Y | +45.0% | -6.0% | +51.0% | +46.1% |
| 3Y | +48.8% | +78.0% | -29.2% | +12.1% |
| 5Y | -67.6% | +8.5% | -76.1% | -76.3% |
| All | -67.6% | +7.5% | -75.1% | -76.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling